ALM Risk Specialist: Drive Liquidity & IRRBB Insights

Capitec Bank Ltd; Gauteng; On-site; ZAR 500 000 - 700 000; Full time

Job summary

A leading financial institution in Gauteng is seeking an experienced Risk Specialist to join their Risk Management team. The role involves managing liquidity and interest rate risks, developing ALM frameworks, and providing quantitative insights. Candidates should have at least 4 years in banking, a relevant degree, and strong quantitative skills. This is a great opportunity to be part of a team committed to building the best bank in the world.

Qualifications

• Minimum 4 years' experience in a banking environment.
• Prior exposure to ALM functions.
• Strong background in Liquidity Risk and Interest Rate Risk.
• Quantitative experience including model development.

Responsibilities

• Develop and maintain ALM frameworks, policies, and procedures.
• Oversight of Liquidity and Interest Rate Risk.
• Perform stress testing and scenario analysis.
• Prepare ALM reports for management and regulatory bodies.

Skills

Financial and statistical modelling

Risk management and regulatory compliance

Data analysis and automation

Project management

Stakeholder engagement

Education

Complete relevant degree

Job description

A leading financial institution in Gauteng is seeking an experienced Risk Specialist to join their Risk Management team. The role involves managing liquidity and interest rate risks, developing ALM frameworks, and providing quantitative insights. Candidates should have at least 4 years in banking, a relevant degree, and strong quantitative skills. This is a great opportunity to be part of a team committed to building the best bank in the world.