Integrated Scenario Analyst

RMB; Johannesburg; On-site; ZAR 49,000 - 60,000; Full time

Job summary

RMB in Johannesburg seeks an Integrated Scenario Analyst to support the Group Treasury's scenario capability, applying risk, finance, and quantitative expertise to analyse data and develop models. The role contributes to capital planning, liquidity management, and strategic decision-making across banking, insurance, and investments.

You will build and maintain quantitative models, produce insightful dashboards, and collaborate with Risk, Finance, and SMEs to embed scenario techniques, ensuring

Qualifications

• Strong experience with scenario design and macro-financial linkages.
• Ability to develop, code and review quantitative models.
• Experience creating dashboards for senior stakeholder use.

Responsibilities

• Understand and apply scenario formulation techniques to evaluate impacts on performance and capital planning.
• Lead embedding of integrated scenario analysis across use cases (ICAAP stress testing, FRM, budget-lite).
• Develop and maintain quantitative models and analytical tools with governance.
• Design dashboards and present results to senior stakeholders.

Skills

Scenario analysis

Quantitative modelling

Data analysis

Dashboard development

Regulatory frameworks

Job description

Integrated Scenario AnalystBy clicking \"Accept\", you agree to the storing of cookies on your device to enhance site navigation, analyze site usage, and assist in our marketing efforts. Click here to read our cookie policy.### Integrated Scenario AnalystApply: Johannesburg: Full time: Posted Today: End Date: November 6, 2026 (6 days left to apply): R54857# **Job Description**To support the development, implementation, and ongoing embedding of the Group’s integrated scenario analysis capability within FirstRand Group Treasury. The role applies risk, finance, and quantitative expertise to analyse complex data, develop and code quantitative models, and produce insightful dashboards that inform strategic decision‐making, capital planning, and risk management. The role operates within a dynamic, intellectually challenging environment that requires continuous learning and capability development, while collaborating with stakeholders across the Group and across multiple industries, including banking, insurance, and investments, to enhance and mature the Group’s integrated scenario analysis capability.* Understand and apply scenario formulation techniques to evaluate the impact of economic, financial, and operational scenarios on the Group’s performance, resource allocation, liquidity, and capital planning.* Lead and support the expansion and embedding of the integrated scenario analysis capability across multiple use cases, including ICAAP stress testing, common scenario stress testing, FRM, budget‐lite processes, and other strategic applications.* Conduct and lead research into scenario design, macro‐financial linkages, and risk drivers, incorporating internal and external data, regulatory expectations, and industry best practice.* Build, enhance, review, and challenge quantitative scenario methodologies and models, working collaboratively with Risk, Finance, Treasury, and relevant subject matter experts (SMEs).* Develop, code, and maintain quantitative models and analytical tools, ensuring robustness, transparency, scalability, and appropriate governance.* Perform data preparation, validation, and analysis, ensuring accuracy, completeness, and consistency of inputs used in scenario modelling and reporting.* Review, interpret, and analyse scenario outputs, ensuring results are conceptually sound, analytically coherent, and decision‐useful.* Ensure scenario results are reported in line with relevant internal standards, regulatory requirements, and accounting frameworks, and that outputs reconcile back to regulatory returns and financial statements.* Design and maintain dashboards and management information to communicate scenario results, key drivers, sensitivities, and insights effectively.* Prepare high‐quality presentations, summaries, and discussion materials for senior stakeholders, including Group Treasury, FRM, Finance, and Risk forums.* Support methodology documentation, governance processes, and audit readiness, including responding to internal and external review queries.* Monitor and adapt scenarios in response to changing economic conditions, regulatory developments, and emerging risks.* Act as a collaborative partner across the Group, working with stakeholders across banking, insurance, and investment businesses to ensure alignment and consistency of scenario analysis.* Contribute to the continuous improvement and maturity of the Group’s integrated scenario analysis capability through innovation, automation, and ongoing skills development.# # **Important Closing Date Note**# **Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.**06/11/26All appointments will be made in line with FirstRand Group’s Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.