Never pay for any CBT, test or assessment as part of any recruitment process. When in doubt, contact us
Standard Bank Group is the largest African banking group by assets offering a full range of banking and related financial services. “Africa is our home, we drive her growth” Our vision is to be the leading financial services organisation in, for and across Africa, delivering exceptional client experiences and superior value. This sets the prim…
Read more about this company
Specialist, ALM Systems Development and Support
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
Minimum Qualifications
- Type of Qualification: Post Graduate Degree
- Field of Study: Finance and Accounting, Mathematical Sciences
Experience Required
- 8-10 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.
- 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.
- Experience in applying mathematical and statistical skills in designing and reviewing models. Ability to automate models using SQL, SAS and or VB. Understanding of OLAP and ability to design multiple dimension analyses.
Behavioural Competencies:
- Making Decisions
- Producing Output
- Developing Expertise
- Articulating Information
- Adopting Practical Approaches
Technical Competencies:
- Financial Analysis
- Financial Acumen
- Statistical & Mathematical Analysis
- Risk Management
- Agile Principles
- Business Process Improvement
- Data Analysis
Method of Application
Build your CV for free. Download in different templates.