Specialist, Alm Systems Development And Support

2 weeks ago


Johannesburg, Gauteng, South Africa Standard Bank Of South Africa Limited Full time
Specialist, ALM Systems Development and Support
Job Overview

Business Segment:
Group Functions

Location:
ZA, GP, Johannesburg, Baker Street 30

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.

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 or

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