Treasury and Market Risk Officer

About the role

The Treasury and Market Risk Officer will join Absa Bank Mozambique’s Treasury team, reporting to the Head of Treasury and Market Risks. This strategic position is part of the second line of defence, responsible for analysing and monitoring market, liquidity, capital and pension risk exposures across the bank’s Global Markets and Treasury activities.

Key responsibilities

• Provide second‑line risk assessments for traded and non‑traded market risk, liquidity, capital and interest‑rate risk.
• Maintain and update risk frameworks, policies and limit structures related to market and treasury risks.
• Produce regular market risk reports, trend analyses and stress‑testing results for senior management.
• Monitor limit breaches and ensure timely escalation according to policy.
• Stay current with regulatory developments (Basel II/III/IV) and ensure compliance across all risk domains.
• Coordinate with compliance, audit and regulatory bodies to address any risk‑related issues.
• Develop and propose risk mitigation strategies aligned with the bank’s risk appetite.

Required profile

• Proven experience as a market risk analyst within a banking environment.
• Strong understanding of banking regulations and capital adequacy frameworks.
• Ability to conduct quantitative risk analysis, stress testing and scenario modelling.
• Excellent analytical mindset with attention to detail and independent judgment.

Required skills

• Knowledge of traded and non‑traded market risk concepts.
• Familiarity with liquidity, capital and interest‑rate risk measurement.
• Understanding of Basel II/III/IV regulatory requirements.