Integrated Scenario Analytics Lead

FirstRand Bank India; Johannesburg; On-site; ZAR 1,200,000 - 1,900,000; Full time

Job summary

FirstRand Group in Johannesburg seeks to strengthen its integrated scenario analysis capability within Group Treasury. The role applies risk, finance, and quantitative expertise to analyse data, develop and code quantitative models, and produce insightful dashboards that inform strategic decision‑making, capital planning, and risk management.

The position requires collaboration across banking, insurance and investments, driving embedding of scenario design, governance, and reporting to senior

Responsibilities

• Understand and apply scenario formulation techniques to evaluate impact of economic, financial and operational scenarios on performance, resources, liquidity and capital planning.
• Lead and support embedding of the integrated scenario analysis capability across use cases such as 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 using internal/external data and regulatory expectations.
• Build, review and challenge quantitative scenario methodologies and models with Risk, Finance, Treasury and SMEs.
• Develop, code, and maintain quantitative models and analytical tools with governance and transparency.
• Prepare high-quality presentations, summaries, and discussion materials for senior stakeholders.

Skills

Quantitative modelling

Data analysis

Dashboard development

Risk management

Stakeholder collaboration

Programming (Python/R)

Regulatory knowledge

Job description

FirstRand Group in Johannesburg seeks to strengthen its integrated scenario analysis capability within Group Treasury. The role applies risk, finance, and quantitative expertise to analyse data, develop and code quantitative models, and produce insightful dashboards that inform strategic decision‑making, capital planning, and risk management.

The position requires collaboration across banking, insurance and investments, driving embedding of scenario design, governance, and reporting to senior