Business Segment: Group Functions
Location: ZA, undefined, Johannesburg, Baker Street 30
Job Type: Full-time
Job Ref ID: 80246568A-0002
Date Posted: 8/28/2025
Job Description
To lead and drive the Liquidity Risk and Assets & Liability Management (ALM) production cycle for the bank utilising the applicable liquidity, interest rate risk in the banking book and funds transfer pricing calculation engine whilst maintaining high quality of data in order to comply with the applicable regulatory requirements. Design and validate inputs and configurations of the calculation engine and drive projects in line with regional requirements to enable efficient functionality.
Qualifications
Type of Qualification: First Degree
Field of Study: Finance and Accounting, Mathematical Sciences
Experience Required
Treasury Capital Management
Finance & Value Management
6-8 years
Experience in applying mathematical and statistical skills in designing and reviewing models. Ability to automate models using SQL, SAS and or VB. Understanding of OLAB and ability to design multiple dimension analyses.
6-8 years
Experience in working with a risk calculation engine, leading the design in line with business requirements. Overseeing the validity and quality of data inputs into the calculation engine and leading the implementation of projects.
6-8 years
Knowledge of, and experience in, market risk, credit risk, liquidity risk or other risk disciplines. Specialist Asset and Liability Management (ALM) experience gained from a large complex, international organisation. Experience specifically in understanding the Liquidity Risk and Assets and Liability Management (ALM) production cycle.
Additional Information
Behavioural Competencies:
Adopting Practical Approaches
Articulating Information
Convincing People
Developing Expertise
Documenting Facts
Technical Competencies:
Agile Principles
Business Process Improvement
Data Analysis
Financial Acumen
Financial Analysis
Project Definition
Project Management (Project Mgmt)
Project Planning
Project Reporting
Project Resourcing
Risk Management
Stakeholder Management
Statistical & Mathematical Analysis
Please note: All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any from of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or [email protected]
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