Treasury Capital Management Officer

About the role

The Treasury Capital Management Officer is responsible for executing the Balance Sheet Management process for the country, ensuring compliance with Standard Bank Group principles, local regulations, and best practices. The role focuses on managing liquidity risk, interest‑rate risk in the banking book, capital management, and stress testing to optimise the balance sheet.

Key responsibilities

• Execute balance‑sheet management activities and ensure policies are up to date and approved.
• Develop, embed, review and maintain qualitative and quantitative stress‑testing programmes.
• Maintain relationships with key stakeholders, including regulators, to ensure compliance with legal requirements.
• Support the Treasurer in daily management of the liquid asset portfolio and endowment hedge where applicable.
• Implement the liquidity and capital plan for Mauritius, aligning it with the bank’s strategy, forecasts, stress tests and regulatory requirements.
• Perform analysis and reporting on risk‑adjusted metrics, capital performance (RORC, ROE, RAPM), and prepare presentation packs for governance meetings.
• Monitor global economic and market developments to inform scenario development and risk assessment.
• Collect inputs from business units for stress‑testing, prepare results, and recommend mitigating actions for any risk‑appetite breaches.
• Maintain month‑end data for compliance reporting with appropriate commentary.

Required profile

• First degree in Finance or Accounting.
• 3‑4 years of Treasury Capital Management experience within a banking environment.
• Strong understanding of liquidity risk, interest‑rate risk, capital management and stress‑testing concepts.
• Ability to perform detailed quantitative and qualitative analysis.

Required skills