Asset Liability Management (ALM) Systems Analyst at Standard Bank Group

JOB DESCRIPTION

• Responsible for ensuring that the ALM reporting production cycle, which includes Liquidity, Interest Rate Risk of the Banking Book (IRRBB) and Funds transfer Pricing reporting, is completed in an accurate and timely fashion. This entails managing the delivery, reconciliation and validity of all inputs into the current Quantitative Risk Management (QRM) liquidity and pricing models.
• Provide QRM system specific guidance and support to the Liquidity and Interest Rate risk in the Banking book teams. This includes maintenance and configuration of the existing QRM Framework. Assist the QRM project team where required and assume the responsibility for the delivery of tasks or milestones agreed to on the Project plan.

QUALIFICATIONS

Minimum Qualifications
Type of Qualification: Bachelor's Degree
Field of Study: Finance, Mathematics or Econometrics Studies

Experience Required

• 3-4 years Risk Management
• 3-4 years QRM and/or Treasury
• Balance sheet understanding
• Proficient in Microsoft Office applications
• Proficient in SQL
• Working knowledge of OLAP
• Understanding of the Risk basics
• Comprehensive knowledge of treasury products and good general knowledge of retail, corporate and capital markets products
• Appreciation of finance and risk issues

ADDITIONAL INFORMATION

Behavioural Competencies:

• Developing Practical Approaches
• Team Working
• Checking Details
• Generating Ideas
• Interpreting Data
• Attention to Detail

Technical Competencies:

• Liquidity Management
• Transfer pricing
• Knowledge of Banking & Financial Services business
• Statistical and Mathematical Analysis