Quantitative Model Developer: Treasury Risk & Capital

Standard Bank Group; Johannesburg; On-site; ZAR 900,000 - 1,300,000; Full time

Job summary

Standard Bank Group seeks a quantitative modeller to support design, development, and maintenance of the integrated TCM models. The role focuses on implementing modelling solutions for Economic and Regulatory capital, liquidity, and interest rate risk to enable data-driven financial management.

Location-based at Johannesburg; requires practical experience in data engineering, ETL processes, and working within a robust risk framework to ensure data integrity and compliant outputs.

Qualifications

• 3-4 years of experience in quantitative risk, treasury, or balance sheet management in financial services.
• Experience in statistical programming and data science using Python, R, or SQL.
• Exposure to regulatory modelling requirements in Economic Capital, Liquidity Risk (LCR/NSFR), ICAAP, or IRRBB.
• Experience in ETL and data cleansing for modelling.

Skills

Data Analytics

Quantitative Analysis

Statistical Analysis

Banking Processes

Data Compliance

Data Quality

Planning & Budgeting

Data Engineering

Education

First Degree

Tools

Python

R

SQL

Job description

Standard Bank Group seeks a quantitative modeller to support design, development, and maintenance of the integrated TCM models. The role focuses on implementing modelling solutions for Economic and Regulatory capital, liquidity, and interest rate risk to enable data-driven financial management.

Location-based at Johannesburg; requires practical experience in data engineering, ETL processes, and working within a robust risk framework to ensure data integrity and compliant outputs.