Senior Treasury Modelling Lead

Absa Group; Johannesburg; Sur place; ZAR 900 000 - 1 600 000; Plein temps

Résumé du poste

Absa Group in Johannesburg seeks a quantitative modeller to design, build and maintain Treasury forecasting and behavioural models for liquidity and IRRBB. You will create cash-flow engines, scenario frameworks and data pipelines to support regulatory compliance and strategy. Strong Python/SAS skills and 3–5 years’ banking experience are required.

You will collaborate with ALM, Funding and Risk teams to deliver robust analytics, model governance and reproducible tooling across the balance sheet.

Qualifications

• 3–5 years’ experience in quantitative modelling in banking or financial services.
• Proven experience developing forecasting, optimisation or behavioural models.
• Practical programming in Python and SAS, with production-ready analytics tools.

Responsabilités

• Develop and maintain Treasury forecasting, optimisation and behavioural models.
• Build statistical forecasting frameworks for cashflows under multiple rate scenarios.
• Design optimisation models to improve funding mix and balance sheet outcomes.
• Create scalable data pipelines and ensure governance and validation.

Connaissances

Statistical modelling

Data science

Forecasting

Optimisation

Data analysis

Programming: Python

Programming: SAS

Programming: R

SQL

Communication

Formation

Bachelor’s or Honours degree in Quantitative Analytics / related field

Outils

SAS

Python

R

MATLAB

SQL

Description du poste

Absa Group in Johannesburg seeks a quantitative modeller to design, build and maintain Treasury forecasting and behavioural models for liquidity and IRRBB. You will create cash-flow engines, scenario frameworks and data pipelines to support regulatory compliance and strategy. Strong Python/SAS skills and 3–5 years’ banking experience are required.

You will collaborate with ALM, Funding and Risk teams to deliver robust analytics, model governance and reproducible tooling across the balance sheet.