Treasurer CV (ATS-Optimised) — Industry-Specific Template Guide

Treasurer with end-to-end responsibility for group liquidity, daily cash visibility, and risk oversight across multiple legal entities and currencies. I run structured cash forecasting cycles (e.g., rolling 13-week liquidity forecasting) using Kyriba or SAP TRM, and I monitor forecast accuracy as a formal KPI to protect funding decisions. I design and maintain controls for cash pooling, intercompany netting, and settlement governance to reduce operational risk and improve working capital visibility. My approach links treasury execution to measurable results such as days of liquidity coverage, variance management, and cost of funding metrics tracked in basis points to the CFO monthly.

I have hands-on experience coordinating FX hedging programmes and hedge accounting documentation under IFRS 9, including effectiveness assessment support and auditable records for policy compliance. Where required, I support EMIR-related reporting workflows and counterparty documentation, ensuring trades are correctly recorded and reconciled through treasury systems. For market data and pricing support, I regularly use Bloomberg and internal rate curves to validate hedge ratios and ensure consistent decision-making. I communicate risks and assumptions clearly to finance leadership, with escalation triggers for material forecast slippage and hedging deviations from mandate.

Delivered cash forecasting that is both decision-ready and auditable, producing a rolling 13-week view with structured inputs from AR/AP, payroll, capex schedules, and intercompany movements. I use treasury tooling such as Kyriba for workflow management, scenario planning, and exception handling, then reconcile forecast movements to bank statements through defined cut-off controls. I track a specific KPI—forecast accuracy to target ranges—typically reporting variance drivers and corrective actions weekly for high-volatility periods. For example, I implement escalation thresholds when forecast variance exceeds agreed limits (e.g., £2m or a material percentage), ensuring leadership has timely insight into liquidity impacts.

Implemented cash pooling and netting processes designed to reduce idle cash and mitigate settlement friction, including monthly intercompany netting runs and settlement calendars. I defined account structures, liquidity transfer rules, and bank operational checks, then monitored the effectiveness of pooling by tracking released cash and avoided bank charges. To protect governance, I documented operating procedures aligned to internal risk appetite and ensured relevant sign-offs for new counterparties and banking changes. Where needed, I supported automation of reporting extracts and dashboarding to reduce manual effort and improve data quality for month-end liquidity reviews.

Managed FX risk by translating exposures into hedgeable instruments, selecting between forwards and options based on hedge horizon, volatility, and cost constraints. I coordinate hedge execution using treasury platforms and settlement processes, then maintain robust documentation for hedge accounting in line with IFRS 9 principles. I support effectiveness testing workflows and ensure hedge designation records are consistent with trade terms, hedging documentation, and reporting schedules. As part of this, I routinely reconcile trade confirmations, payment dates, and valuation outputs to reduce month-end surprises and improve audit readiness.

Owned funding and liquidity actions including revolving credit facilities (RCFs), commercial paper programmes, and short-term liquidity cover plans during risk events. I evaluate cost of funding by reviewing spreads and funding curves in basis points, then recommend actions based on liquidity headroom and forecast scenarios. I maintain relationships with banks and support renegotiations, covenant reporting, and treasury governance packs. Where EMIR reporting obligations apply, I work with internal stakeholders and service providers to ensure required fields are captured, trades are reported accurately, and records are retained to satisfy compliance requirements.

Partnered with FP&A, group accounting, and operational finance teams to ensure treasury outputs drive real decisions rather than sit as reporting artefacts. I produce leadership packs that combine liquidity forecasts, funding headroom, FX exposure summaries, and risk commentary in a consistent format for CFO review. I report treasury KPIs such as forecast accuracy, cost of funding, cash conversion impacts, and hedging coverage against the risk mandate, using clear assumptions and change logs. This helps stakeholders understand not only what happened, but why variances occurred and what action is being taken.

Led collaboration across banking operations and treasury operations to keep settlement processes reliable, including cut-off governance, reconciliation timelines, and exception workflows. I use SWIFT processes and internal controls (where applicable) to ensure payments and confirmations move through the correct channels with auditable evidence. I mentor treasury analysts on forecasting routines, controls testing, and system hygiene, ensuring continuity and reducing key-person risk. Performance is reinforced through training and documented playbooks so that recurring processes run predictably, even during month-end pressures.