Model Development Specialist – Quantitative Risk & Data

Standard Bank of South Africa Limited; Johannesburg; On-site; ZAR 600,000 - 850,000; Full time

Job summary

Standard Bank of South Africa Limited in Johannesburg invites applications from professionals who can apply quantitative expertise to design, develop, and maintain the integrated suite of modelling tools within the Group Model Risk Framework. You will support model builds and data analytics to ensure deliverables meet rigorous standards.

The role focuses on implementing modelling solutions across Economic and Regulatory capital, liquidity, and interest rate risk to enable data‑driven financial

Qualifications

• 3-4 years in a financial services environment with quantitative risk, treasury, or balance sheet management.
• Experience in statistical programming and data science using Python, R, or SQL.
• 3-4 years exposure to Treasury domains such as Economic Capital, Liquidity Risk (LCR/NSFR), ICAAP, or IRRBB.
• Experience in data engineering and ETL to cleanse large datasets for modelling.

Responsibilities

• Apply quantitative expertise to design, develop, and maintain the integrated suite of models within the Group Model Risk Framework.
• Support model builds and data analytics to ensure deliverables meet rigorous standards.

Skills

Quantitative modelling

Data analytics

Statistical programming

Education

First Degree in Finance/Accounting or IT

Tools

Python

R

SQL

Job description

Standard Bank of South Africa Limited in Johannesburg invites applications from professionals who can apply quantitative expertise to design, develop, and maintain the integrated suite of modelling tools within the Group Model Risk Framework. You will support model builds and data analytics to ensure deliverables meet rigorous standards.

The role focuses on implementing modelling solutions across Economic and Regulatory capital, liquidity, and interest rate risk to enable data‑driven financial