Senior Specialist: Alm Modelling
2 weeks ago
Job Family- Risk, Audit and Compliance- Career Stream- Enterprise Wide Risk Management
- Leadership Pipeline- Manage Self: Professional
**Job Purpose**
- To assist with the overall development of a stronger, robust, more enhanced, agile, integrated Balance Sheet Management (BSM) solution used to measure, monitor, and manage risk metrics within the Balance Sheet Management Division.**Responsibilities**:
The key output / deliverable of the role will be to make a meaningful contribution towards the development and roll-out of a fully integrated BSM solution, designed to produce detailed risk management reports across all the different risk disciplines within the Balance Sheet Management Division, while meeting risk data requirements and the need to move towards aggregated and consolidated risk reporting covering both the domestic and foreign operations.
Specifically, outputs are listed below:
Liquidity & Interest rate model solutioning:
- Liquidity risk: Contractual Mismatch, Business as Usual Mismatch, Stress Mismatch, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Concentration of Deposits, Available Sources of Stress Funding (ASSF), Off Balance Sheet
- Interest rate risk: Repricing Gap, NII, EVE
Model development within the BSM solution
Perform analysis to establish root cause issues, verify accuracy and robustness of the model
Enhancement of systems and processes to ensure streamlined and effective delivery of outputs.
- Essential Qualifications - NQF Level- Professional Qualifications/Honour’s Degree
- Matric / Grade 12 / National Senior Certificate
- Preferred Qualification- Chartered Accountant CA (SA); B.Comm or B.Sc degree with financial & risk management, examples:
- Financial Management Sciences
- Economics with Risk management
- Investment Management
- Quantitative Finance
- Quantitative Risk Management
- Financial Risk Management (FRM)
**Technical Competencies**
- Detailed knowledge of BASEL III
- Strong financial management skills
- Detailed knowledge of banking products
- Strong Excel skills
- Good communication skills
- Quantitative Modelling Experience
- Problem Solving Skills
- Reporting
- Minimum Experience Level- Years of experience: 2 or more years’ experience within a risk environment in the banking industry, ideally in a balance sheet management role with liquidity risk management, Interest rate risk and or ALM modelling exposure.
**Technical / Professional Knowledge**
- Business Acumen
- Business writing
- Cluster specific operations
- Communication Strategies
- Data analysis
- Financial markets
- Governance, Risk and Controls
- Industry trends
- Principles of project management
- Relevant regulatory knowledge
- Relevant software and systems knowledge
- Research methodology
- Decision-making process
- Funding, Liquidity and capital mannagement frameworks, Policies and methodologies
- Behavioural Competencies- Communication
- Continuous Learning
- Decision Making
- Facilitating Change
- Influencing
- Technical/Professional Knowledge and Skills
- **_Please contact the Nedbank Recruiting Team at +27 860 555 566_
-
Senior Data Modeller
4 weeks ago
Johannesburg, South Africa VCIT Insight Full timeSenior Data Modeller Job description: - Design and implement data modelling solutions which include but not limited to the use of relational, dimensional and NoSQL databases - Develop and maintain conceptual, logical and physical data models as required by Client business units and their various programmes - Identify and adopt an enterprise data model as a...
-
Senior Model Methodology Analyst
1 month ago
Johannesburg, South Africa Absa Bank Limited Full timeBring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job...
-
Senior Liquidity Risk Strategist
3 days ago
Johannesburg, South Africa Nedbank Full time**Requisition Details & Talent Acquisition Consultant** - REQ 133837 - Michelle Thabethe- Job Family- Investment Banking - Career Stream- Market Risk - Leadership Pipeline- Manage Self: Professional **Job Purpose** - To assist with overall measurement, monitoring and management of liquidity risk across the Group within the Board approved risk framework...
-
Groundwater Modeller
4 weeks ago
Johannesburg, South Africa Mass Staffing Projects Full time**Job Information** - Location- Environmental Jobs in Johannesburg- Salary- R850k-R650k- Job Type- Permanent- Education- BSc (Hons) in Hydrogeology - MSc advantageous - Pr.Sci.Nat.- Experience- 5-10 years' experience with extensive experience in groundwater modelling- Reference- GWM200122PUME- - engineering.jobs(at)staffingprojects.co.za- Fax- 0867182241Does...
-
Senior Data Modeller
1 month ago
Johannesburg, South Africa eSoft Development and Technologies Full timeDesign and implement data modelling solutions which include but not limited to the use of relational, dimensional and NoSQL databases - Develop and maintain conceptual, logical and physical data models as required by the business units and their various programmes - Identify and adopt an enterprise data model as a standard for data model designs to leverage...
-
Senior Data Modeler
4 weeks ago
Johannesburg, South Africa Boardroom Appointments Full time**CONTRACT ROLE** **Responsibilities**: - Design and develop data models to support business reporting, analytics, and data visualization requirements. - Collaborate with business stakeholders and IT teams to understand data requirements and translate them into conceptual, logical, and physical data models. - Analyze existing data structures, data sources,...
-
Analyst Model Development
1 month ago
Johannesburg, South Africa Absa Bank Limited Full timeBring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary To...
-
Senior Data Analyst and Modeller 2023-11
4 weeks ago
Johannesburg, South Africa H2R Africa Full timeThe senior data analyst will have a key role to interface with business users to understand the data requirements and must further interface with the CDP data architecture and modelling teams to ensure unified data models - Minimum 5 years in a data-centric environment working in either SQL Data-Warehousing, Analytics or as a dedicated Data-Modeller - Above...
-
Model Development Specialist
4 weeks ago
Johannesburg, South Africa Absa Bank Limited Full timeBring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job...
-
Specialist Model Risk Auditor
1 month ago
Johannesburg, South Africa FirstRand Full timeAbout us, purpose, experience and qualifications **about us**: **purpose**: - Credit risk models - Market risk models - Operational risk models - Pricing models, - Liquidity risk models - Pillar II Risk Models - Stress testing models - Regulatory and Economic capital models **experience and qualifications**: - A Business Mathematics/Actuarial/Financial...
-
Senior Specialist
1 month ago
Johannesburg, South Africa Tych Business Solutions Full time**Job ID**: 76552**Date Posted**: Posted 5 hours ago**Location**: Johannesburg**Job Title**: SENIOR SPECIALIST (DATA ANALYST) FTC - JOHANNESBURG - GAUTENG Key Performance Objectives, Tasks Operatinal output - Perform analysis to uncover potential ARPU uplift opportunities on subscriber cohorts for bespoke targeting and treatment. - Work closely with the...
-
Senior Specialist
4 weeks ago
Johannesburg, South Africa Mass Staffing Projects Full time**Job Information** - Location- Johannesburg- Salary- R1,2mil - R800k- Job Type- Permanent- Education- CA(SA)- Experience- 4-6 years post-articles experience, Management experience in a banking environment- Reference- SS13092021SW- - finance.jobs(at)staffingprojects.co.za- Fax- 0865728847Job Title: Senior Specialist Location: Johannesburg **Salary**:...
-
Senior Risk Analyst
1 month ago
Johannesburg, South Africa IT Ridge Technologies Full timeThe purpose of this role is to assist the Head of Risk in developing and maintaining an effective risk management framework for the group that includes Enterprise Risk Management, Model development and validations, and investment portfolio risk assessment and reporting, coordinate the ORSA process and reporting process.KEY ACCOUNTABILITIES, MEASURES &...
-
Senior Specialist: Exit/disposal
4 weeks ago
Johannesburg, South Africa Adcorp Holdings Full time**Synopsis** An exceptional opportunity for a Senior Merger & Acquisitions Specialist in the Client Support and Growth Division. **We are looking for an individual with a strong Investment banking background or Private equity Investment.** **This is a permanent opportunity.** - **Job Title**: Senior Specialist: Exit/Disposal - **Division**: Client Support...
-
Group Treasury Senior Specialist
4 weeks ago
Johannesburg, South Africa OutsideCapital Full time**Group Treasury Senior Specialist** **Key focus of the role**: This role supports the Group Treasury team in the successful delivery of Group Treasury Services. The Group Treasury team supports the Group through capital, liquidity and funding planning and execution. The primary focus of the role will be on Group Liquidity management, spanning...
-
Internal Auditor Model Risk
1 month ago
Johannesburg, South Africa Absa Bank Limited Full timeEmpowering Africa’s tomorrow, together one story at a time. - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary To...
-
Senior Data Scientist
4 weeks ago
Johannesburg North, South Africa Communicate Recruitment Full timeAs a Senior Data Scientist, your primary objective will be to utilize your expertise in data mining, statistical analysis, and machine learning to understand and analyze complex phenomena. You will play a vital role in providing actionable insights to drive strategic decision-making, with a particular focus on credit risk management. Your contributions will...
-
Senior Process Specialist
1 month ago
Johannesburg, South Africa IQbusiness South Africa Full time**We are currently looking for Senior Process Specialists **and can get their hands dirty across Process, Data and Business analysis. **Key Responsibilities and/or output areas include, but are not limited to**: - Must **have 7+ years’** experience as an all-round Process Analyst - Must have **financial services** experience as a Business/Process Analyst...
-
Senior Leadership
4 weeks ago
Johannesburg, South Africa Absa Bank Limited Full timeBring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary To...
-
Senior IT Architecture Specialist
4 weeks ago
Johannesburg, South Africa Immploy Recruitment Full timeSUMMARY OF ROLE The Senior IT Architecture Specialist will be responsible for leading and coordinating Infrastructure andbusiness projects from a technology architecture perspective, conceptualising architectural approaches,developing and validating both on premise and cloud architecture and high level solution design againstbusiness requirements and best...