Specialist, ALM Systems Development & Support

Specialist, ALM Systems Development & Support

Job Overview

Business Segment: Group Functions

Location: ZA, undefined, Johannesburg, Baker Street 30

To lead and drive the Liquidity Risk and Assets & Liability Management (ALM) production cycle for the bank, utilizing the applicable liquidity, interest rate risk in the banking book, and funds transfer pricing calculation engine. Maintain high data quality to comply with regulatory requirements. Design and validate inputs and configurations of the calculation engine, and drive projects in line with regional requirements to enable efficient functionality.

Qualifications

Type of Qualification: First Degree

Field of Study: Finance and Accounting, Mathematical Sciences

Experience Required

• Treasury Capital Management: 6-8 years experience in applying mathematical and statistical skills in designing ...