Specialist, ALM Systems Development and Support

Found in: beBee S ZA - 1 month ago


Gauteng Johannesburg, South Africa Standard Bank Group Full time
Standard Bank Group’s job vacancy, Career and Recruitment

Job title : Specialist, ALM Systems Development and Support jobs in Gauteng

Job Location : Gauteng, Johannesburg

Deadline : March 22, 2024

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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

*Accounting / Financial Services jobs in south africa

*Specialist, ALM Systems Development and Support in Johannesburg


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