Job Description

Job Overview

Business Segment:

Group Functions

Location:

ZA, GP, Johannesburg, Baker Street 30

Job Type:

Full-time

Job Ref ID:

80246568A-0002

Date Posted:

2/26/2025







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 TransactionFraudOpsSA@standardbank.co.za