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    Specialist, ALM Systems Development and Support - Johannesburg, South Africa - Standard Bank Group

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    Full time
    Description
    Job Description

    To drive the Liquidity Risk and Assets and Liability Management production cycle for the bank utilising the applicable liquidity, interest rate risk and funds transfer pricing calculation engine whilst maintaining high quality of data to comply with the applicable regulatory requirements. Design, maintain and validate inputs and configurations of the calculation engine and drive projects in line with regional requirements to enable efficient and fit for purpose reporting and functionality.

    Qualifications

    Minimum Qualifications
    Type of Qualification: First Degree
    Field of Study: Finance and Accounting / Mathematical Sciences

    Experience Required

    5-7 years
    Experience in a risk calculation engine leading the design in line with business requirements. Overseeing the validity and quality data inputs into the engine and managing the implementation of projects.

    5-7 years
    Experience in Liquidity Risk and Balance Sheet management within a Bank with a Corporate and Retail Business division. Exposure to ALM, IRRBB, forecasting and the management accounting of forecasting.

    8-10 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.

    Additional Information

    Behavioral Competencies:

    • Adopting Practical Approaches
    • Articulating Information
    • Checking Details
    • Examining Information
    • Generating Ideas

    Technical Competencies:

    • Financial Acumen
    • Financial Analysis
    • Liquidity Management
    • Planning, Forecasting and Budgeting
    • Statistical & Mathematical Analysis


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