Head of Capital & Balance Sheet Management at ABSA Bank

Location: Absa House – ABT

Deadline: November 15, 2025 (3 days left to apply)

Job ID: R-15981171

Key Qualification: Bachelor’s Degree + 3-5 years Treasury/financial markets experience

Job Summary

To be responsible for the in-country Treasury Governance functions of Asset and Liability Management, Liquidity and Funding, and Capital.

Key Responsibilities

Capital Management (20%)

  • Ensuring adherence to Capital Management policies and in-country regulatory and Board approved capital targets
  • Compiling a capital plan forecasting regulatory/economic capital demand & supply over 3 years
  • Performing Cost of Equity calculations and setting customer returns/RoRWA/RoE

Asset & Liability Management (20%)

  • Centralizing, netting, and hedging manageable risk via Treasury Execution Services
  • Measuring interest rate risk and performing margin compression analysis

Funds Transfer Pricing (15%)

  • Implementing Absa Africa FTP policies and ensuring alignment with risk profiles

Alco Process (20%)

  • Producing monthly ALCO packs and executing ALCO Secretary functions

Liquidity Funding (20%)

  • Ensuring entity liquidity and compiling annual funding plans
  • Conducting liquidity stress testing

Qualifications & Experience

Essential:

  • Bachelor’s Degree
  • 3-5 years’ Treasury/financial markets experience

Preferred:

  • 5-10 years’ Treasury experience
  • Post-graduate qualification

How to Apply

CLICK HERE TO APPLY