Treasury Risk Manager at First Capital Bank
Job Description
As the Treasury Risk Manager, you will report directly to the Country Risk Manager. You will be responsible for reporting on all treasury risk types and results, as well as to provide a source of information for Treasury and management, regarding positions, results, instruments, products, activities, systems and procedures.
KEY RESPONSIBILITIES
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Support the business in the setting up and monitoring of limits which include Market (DVaR) and Interest Rate Risk (Net Interest Income Sensitivity and Economic Value of Equity).
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Ensure complete and accurate daily and monthly reporting of risk positions and metrics to senior management.
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Ensure business compliance with Market risk limits.
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Support the regular and accurate reporting of the Bank’s Treasury risk exposures and activities, and regular monitoring of Treasury, sales and trading strategies and activities as well as timely escalation of violations/breaches.
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Ensure complete and accurate reporting of the Bank’s liquidity metrics and positions in accordance with the Bank’s Treasury policies and standards.
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Ensure complete and accurate reporting of the Bank’s liquidity metrics and positions in accordance with the Bank’s Treasury policies and standards.
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Ensure adherence to Liquidity risk framework, policies and standards.
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Ensure embedment of regulatory and economic capital demand measures in the Bank’s risk appetite setting and stress testing.
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Ensure embedment of regulatory and economic capital models in assessing capital adequacy relative to the risk profile of the Bank and the adopted risk appetite.
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Ensure delivery of ICAAP objectives in collaboration with Business, Treasury and Finance.
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Prepare Capital Risk policies and standards.
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Present policies for approval to all relevant committees for approval.
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Ensure correct and complete details in the regulatory returns (including BSD2 and BSD2.3) and submission of regulatory returns within set timelines.
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Provides additional information and analysis to support and substantiate for Treasury regulatory returns and other statutory submissions.
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Undertake periodic reviews and enhancement of trading controls within the Treasury environment and report and escalate breaches/breaches.
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Review and update Treasury Risk policies and standards and monitor their adherence through preparation of Key Risk Indicators.
SKILLS, KNOWLEDGE, AND COMPETENCIES
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Sound technical knowledge of accounting and financial reporting standards
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Sound technical knowledge of risk management and risk systems
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Analytical/risk assessment, assimilation and analysis of data/information
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Well-developed stakeholder management skills
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Problem solving/decision making
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Presentation and communication skills
QUALIFICATIONS AND EXPERIENCE
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Degree in Risk, Accounting, Banking, Finance or related field
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Masters and professional courses around risk management and finance or related field and accreditation, e.g. CFA, PRM, FRM, Chartered Accountant
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Minimum of 5 years experience in Treasury Front or Middle Office, or Asset and Liability Management
HOW TO APPLY
-   Interested candidates who meet the above requirements are invited to submit their applications, together with a detailed CV, certified copies of academic and professional certificates, identity card, references and their latest contact details to: recruitment@firstcapitalbank.co.bw on or before 17th June 2025. Please note that only shortlisted candidates will be acknowledged. Botswana – Malawi – Mauritius – Mozambique – Zambia – Zimbabwe First Capital Bank is a Member of the Deposit Insurance Scheme of Botswana. Belief comes First
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