Current Opportunities at Standard Bank Group

JOB DESCRIPTION

• To protect our customers by proactively preventing and detecting fraud across all products and platforms as a first line capability collaborating with Business and Commercial Banking and enterprise strategy by defining and executing the Fraud Risk management strategy. To ensure a consistent, seamless customer experience by mitigating fraud risk whilst reducing customer friction. Manage and balancing risk appetite for fraud losses and impact on a positive customer experience. Determine and Analyse which technology toolsets are best in class and will assist in in the prevention, detection and response to fraud. Provide input on new technology implementations, new and emerging payments as well as special projects. Manage and Support Special Projects that spans across the fraud management streams.
• Ensure the successful implementation of new fraud prevention and detection system capabilities. Provide Technical input on fraud solution capabilities and systems utilised by business units.

QUALIFICATIONS

Qualifications

• Generic Management Post Graduate Degree

Experience

• 3-4 years experience in managing fraud for a or multiple Business and Commercial Banking Products and platforms with specific experience in external fraud types such as application fraud, impersonation, cybercrime and digital fraud. Understands Fraud systems to query or identify system issues, data feeds and data management that will affect how Fraud Risk Management receives, interprets and reports on data
• 5-7 years business knowledge of retail banking products such as Transactional, Card, Vehicle and Asset Finance and Insurance

ADDITIONAL INFORMATION

Behavioural Competencies 

• Team Working
• Valuing Individuals
• Empowering Individuals
• Generating Ideas
• Embracing Change
• Producing Outputs

Technical Competencies

• Knowledge Management
• Knowledge Management Systems
• Fraud Detection and Management
• Risk Management
• Risk Response Strategy
• Effective Business communication

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JOB DESCRIPTION

• Provide infrastructure, tools and frameworks used to deliver end-to-end solutions to business problems. Build scalable infrastructure for supporting the delivery of clear business insights from raw data sources; with a focus on collecting, managing, analysing, visualising data and developing analytical solutions.Responsible for expanding and optimising Standard Bank's data and data pipeline architecture, whilst optimising data flow and collection to ultimately support data initiatives.

QUALIFICATIONS

Minimum Qualifications
Type of Qualification: 

• First Degree

Field of Study: 

• Information Studies

Type of Qualification: 

• First Degree

Field of Study: 

• Information Technology

Experience Required
Data Monetisation
Data & Analytics
5-7 years

• Experience with big data tools: Hadoop, Spark, Kafka, etc. Experience with relational SQL and NoSQL databases, including Postgres and Cassandra. Experience with data pipeline and workflow management tools: Azkaban, Luigi, Airflow, etc. Experience with AWS cloud services: EC2, EMR, RDS, Redshift. Experience with stream-processing systems: Storm, Spark-Streaming, etc. Experience with object-oriented/object function scripting languages: Python, Java, C++, Scala, etc.

5-7 years

• Strong analytic skills related to working with unstructured datasets. Build processes supporting data transformation, data structures, metadata, dependency and workload management. A successful history of manipulating, processing and extracting value from large disconnected datasets. Working knowledge of message queuing, stream processing, and highly scalable 'big data' data stores.

5-7 years

• Working SQL knowledge and experience working with relational databases, query authoring (SQL) as well as working

ADDITIONAL INFORMATION

Behavioral Competencies:

• Adopting Practical Approaches
• Articulating Information
• Challenging Ideas
• Checking Details
• Examining Information
• Exploring Possibilities
• Interpreting Data 

Technical Competencies:

• Data Analysis
• Data Integrity
• Database Administration
• Knowledge Classification

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Job Description

• Quantitative data analysis for the purpose of developing complex risk reports that contribute towards improved reporting, portfolio analytics, risk decision making, appetite setting, stress testing and concentration risk management within Core Investment Banking (CIB).

Key Responsibilities:

Quantitative analysis and portfolio risk management

• Through statistical analysis of relevant data sets, apply insights to broad set of portfolio management applications including, but not limited to, risk appetite setting, concentration risk management, stress testing, portfolio analytics and reporting. 
• Based on risk management and business requirements, identify, source and store relevant data.  Where relevant, resolve data quality issues to facilitate maintenance of accurate risk data.

Analyse CIB portfolio to identify key risks and opportunities

• Incorporate information on risk appetite, business strategy and available financial resources.
• Identify portfolio concentrations at a country, sector, sub-sector and customer level.

Change management

• Support execution of improvement initiatives within PMRR and in related areas across the CIB Risk function. This includes automation of manual processes / process optimisation across multiple platforms and mechanisms, using technology, machine learning and digitisation. Develop supporting documentation, as required.

Compile a variety of high-quality risk reports for SBG management committees

• Deliver complex risk reports in an accurate and consistent fashion.
• Demonstrate an ability to highlight key points for management action/ intervention.
• Support both CIB Risk and Group Risk Committees

Qualifications

• Honours degree in a quantitative discipline (Maths, Physics, Engineering, Statistics or Finance)

Experience and Skills:

• 3-4 Years understanding of quantitative risk management techniques, portfolio risk analytics and their practical implementation.
• Demonstrated track record in implementing quantitative risk management concepts.  Experience with portfolio optimisation.
• Relevant experience in a cross section of front office and risk management systems across business and instrument types a requirement.
• Solid knowledge of risk analytics and measures related to both financial and non-financial risks. 
• Good comprehension of Data Management issues and exposure to programming experience (e.g. in C++ or preferably Python).
• Understanding of financial products and experience in financial services required (e.g. asset management, insurance companies, banks). 
• Experience in dealing with the South African and other African Markets required