Location
sandton, gauteng, South-Africa
Posted
July 18, 2026
Job Description
Qualifications
- Matric and relevant tertiary qualification (Degree or Post Graduate Degree)
- 8 to 10 years deep specialist experience within the banking industry, specifically in:
- Liquidity Risk
- Balance Sheet Management
- Asset and Liability Management (ALM)
- Interest Rate Risk in the Banking Book (IRRBB)
- Forecasting and Management Accounting
- 8 to 10 years experience in:
- Applying mathematical and statistical skills in designing and reviewing models
- Automating models using SQL, SAS and/or VB
- Understanding of OLAP and ability to design multi-dimensional analyses
- 8 to 10 years practical experience in:
- ALM, Liquidity, Funds Transfer Pricing (FTP), and IRRBB
- Designing and implementing solutions in a risk calculation engine
- Overseeing data quality and managing implementation of related projects <...