Capital, Liquidity & Market Risk Manager

About the role

The Capital, Liquidity & Market Risk Manager is a core member of the Risk function, reporting to the Head of ERM. The role leads the design, execution and oversight of the bank’s capital, liquidity and market risk framework, ensuring regulatory compliance and alignment with strategic objectives.

Key responsibilities

• Develop and maintain the ERM framework, ensuring risk strategy aligns with the bank’s overall business plan.
• Act as subject‑matter expert for ICAAP and ILAAP preparation, including scenario planning and stress testing.
• Define risk appetite statements, thresholds and KRIs, and embed them into strategic decision‑making.
• Design and implement governance policies, conduct compliance audits and report risk performance to senior stakeholders.
• Lead stakeholder engagement with senior management, regulators and group risk owners, providing advisory support on capital, liquidity and market risk optimisation.
• Coordinate risk appetite setting, resilience planning and emerging risk processes as part of the annual strategic planning cycle.

Required profile

• Chartered Accountant, Honours in Finance/Accounting/Risk Management, FRM or equivalent qualification.
• 8‑10 years of risk management experience in a banking environment, including at least 5 years with South African regulatory frameworks (Prudential Authority, FCSA, etc.).
• Proven experience preparing ICAAP/ILAAP and Section 52 licensing applications.
• Strong leadership and team‑management experience, with the ability to influence senior executives and board members.