ALM Risk Specialist - Liquidity & IRRBB Modelling

Capitec Bank Ltd.; Sandton; On-site; ZAR 600 000 - 900 000; Full time

Job summary

A leading bank in South Africa is seeking an experienced Risk Specialist for Asset and Liability Management. The ideal candidate should have 4+ years in banking with strong skills in liquidity and interest rate risk management, along with quantitative experience. This role involves developing ALM frameworks and collaborating with key teams to optimize financial strategies. Join us in our mission to build the best bank in the world!

Qualifications

• Minimum 4 years’ experience in banking, specifically in treasury risk or balance sheet management.
• Exposure to ALM functions and liquidity risk management.
• Experience in financial and statistical modelling.

Responsibilities

• Develop and maintain ALM frameworks, policies, and procedures.
• Perform stress testing and scenario analysis for financial resilience.
• Collaborate with teams to optimize funding and capital strategies.

Skills

Treasury risk expertise

Liquidity Risk management

Interest Rate Risk management

Data analysis

Quantitative skills

Project management

Job description

A leading bank in South Africa is seeking an experienced Risk Specialist for Asset and Liability Management. The ideal candidate should have 4+ years in banking with strong skills in liquidity and interest rate risk management, along with quantitative experience. This role involves developing ALM frameworks and collaborating with key teams to optimize financial strategies. Join us in our mission to build the best bank in the world!