Specialist, TCM Model Development

2 weeks ago


Johannesburg, Gauteng, South Africa Standard Bank Group Full time
Job Description

To be a subject matter expert in Treasury and Capital Management (TCM) in the design, development and maintenance of the integrated suite of TCM models adhering to best practice and the minimum standards set in the Group Model Risk Framework. Provide specialist expertise in the development of models covering all areas of TCM including capital, liquidity, stress testing, funds transfer pricing and interest rate risk in the Banking book.

Qualifications

Minimum Qualifications
Type of Qualification: Post Graduate Degree
Field of Study: Finance and Accounting, Information Studies, Information Technology, Mathematical Sciences, Quantitative Studies

Experience Required
Treasury Capital Management

5-7 years
Experience in Liquidity Risk and Balance Sheet management within a Bank, and ALM, IRRBB, Capital forecasting process management.

5-7 years
Experience in working with unstructured data (e.g. Streams, images) Understanding of data flows, data architecture, ETL and processing of structured and unstructured data. Using data mining to discover new patterns from large datasets. Implement standard and proprietary algorithms for handling and processing data. Experience with common data science toolkits, such as SAS, R, SPSS, etc. Experience with data visualisation tools, such as Power BI, Tableau, etc.

5-7 years
Proven development experience in software and software engineering. Up to date with developments in the IA field. Experience in technical business intelligence, in depth understanding of the banks data processes, systems, and products. Knowledge of IT infrastructure and data principles that form the basis for data quality management. Project management experience. Exposure

Additional Information

Behavioral Competencies:

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

Technical Competencies:

  • Banking Process & Procedures
  • Data Compliance
  • Data Quality
  • Financial Acumen
  • Financial Analysis
  • Planning, Forecasting and Budgeting
  • Quality Management
  • Quantitative Analysis
  • Statistical & Mathematical Analysis
  • Understanding GAAP


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