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Head, Market And Liquidity Risk Management (FMCG) At Sigma Qualitas

Date Posted: 10/May/2014
Deadline: 12/May/2014

Sigma Qualitas is recruiting to fill the position of:

Head, Market and Liquidity Risk Management (FMCG)


Job Description:

  • Processes Supported: Identification, Assessment,
  • Monitoring and Reporting
  • of Market and Liquidity
  • Risk across the group.
  • Group: Corporate Centre
  • Group Function: Risk Management
  • Job grade: Senior Management

Job Purpose

  • The candidate taking this important role will be responsible for the development and establishment
  • of a system for liquidity risks management across the group ; development and ensuring
  • implementation of the liquidity management framework.
  • The position requires an experienced and confident individual with proven management and
  • leadership skills. The incumbent will be expected to have a detailed understanding of industry
  • practices and ideally have extensive hands-on experience in managing (contingent) liquidity risks in various financial angles.
  • With one direct report initially, the role will work closely with Finance, treasury related units and will include ALM, liquidity modelling, liquidity risk and liquidity reporting

Duties & Responsibilities

  • Establishment and oversight of the groups strategic liquidity, including setting limits for key liquidity metrics, forecasting of the client's balance sheet including key liquidity ratios as appliable.
  • Development and enforcement of liquidity risk management policy
  • The role will involve liaison with the various business across the group, senior management including the board as applicable and other risk management areas.
  • Although the role will include delivery of regular reporting output; it however involves constant
  • exploration of liquidity risk management issues within the business functions allocated and leading projects.
  • The position requires the successful applicant to be able to work independently without micromanagement  and deliver results in a timely manner.
  • You will be expected to provide high quality ALM management information. Your role will also be to challenge Finance/the Treasurer on matters such as the balance sheet forecast, ALM modelling assumptions, and ILAA type analysis.
  • In addition, you will ensure that the group is supported with liquidity risk metrics on a timely basis and that liquidity and/ treasury policy is complied with and any breaches reported.
  • Manage commodity pricing risk or foreign exchange fluctuations
  • Manage the risk asset portfolio of the institution
  • This is a high profile role which offers opportunities for both daily challenges and future development.

Key Performance Indicators

  • Identify and Quantify Market and Liquidity risks across the group
  • Control of liquidity positions and effective setting of limits in terms of ratios and projected net cashflows, analysis and test of alternative sources of liquidity
  • Control of interest rate risk and establishment of interest rate risk measurement techniques and Control of currency risk
  • Control of interest rate risk and establishment of interest rate risk measurement techniques and Control of currency risk
  • Identify and Quantify Market and Liquidity risks across the group
  • Control of liquidity positions and effective setting of limits in terms of ratios and projected net cashflows, analysis and test of alternative sources of liquidity
  • Control of interest rate risk and establishment of interest rate risk measurement techniques and Control of currency risk
  • Control of interest rate risk and establishment of interest rate risk measurement techniques and Control of currency risk
  • Implement Risk Reporting on Market and Liquidity Risks across the group
  • Timeliness in meeting deadlines and schedules

Job Requirements
Education

  • Minimum Education: Minimum undergraduate degree preferably in Finance/ Accounting/ Economics

Experience

  • Minimum experience – 10 years working experience with a minimum of 6 years experience working in a Market and Liquidity Management risk role
  • Extensive experience within a Treasury department or business unit of an institution carrying out the above roles and responsibilities.
  • Ability and experience to organize and lead across different businesses
  • Experience in treasury risk and capital risk management

Key Competency Requirements
Knowledge

  • Must be self solution driven, proactive and
  • have acceptable knowledge of the business environment
  • High aptitude with respect to topical issues in capital and liquidity regulation such as Basel III and CRD IV.

Additional plus points:

  • Strong understanding of local and international
  • liquidity regulations (PRA, Basel III, CRDIV etc)

Skill/Competencies

  • Interpersonal skills
  • Strong ability to develop relationships with
  • peers in business unit and central Risk
  • Governance teams
  • IT and Computer appreciation
  • Excellent written and Communication skills (written and oral)
  • Attention to detail
  • Strong analytical and problem-solving skills and demonstrated ability to work independently.
  • Ability to interface with business units and senior



Method of Application
Required with your submitted CV are the following; your current earning information and your DOB. Your contact details should contain active phone numbers and email addresses. Review your CV every time you make a submission, one CV does not fit all jobs. Kindly note that we need the subject matter of your response to contain the Job Title you are interested in, the file type must be PDF or DOCX, the preference being word documents, any response that contains a file name such as “My CV or My Resume” cannot be treated. All submissions are to be made to: [email protected]

Please note: Short listing is based on the requirements in the given job descriptions above such as; qualifications required, years of experience, technology and industry exposure. All candidates for the list positions MUST have relevant and required work experience.







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