Specialist, Model Development, TCM

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

Location: ZA, undefined, Johannesburg, 30 Baker Street

To apply quantitative expertise to support in the design, development, and maintenance of the integrated suite of TCM models. Responsible to provide support in the execution of model builds and data analytics, ensuring all deliverables meet the rigorous standards of the Group Model Risk Framework. This role focuses on the practical implementation of modelling solutions across Economic and Regulatory capital, liquidity, and interest rate risk to enable data-driven financial management.

Qualifications

Type of Qualification: First Degree
Field of Study: Finance and Accounting, Information Studies, Information Technology, Mathematical Sciences, Quantitative Studies
Experience Required
Treasury Capital Management
Finance & Value Management
3-4 years
Experience in a financial services environment, specifically within a quantitative risk, treasury, or balance sheet management function to understand the practical application of financial metrics. Practical experience in statistical programming and data science using Python, R, or SQL to develop, test, and execute quantitative models.
3-4 years
Exposure to Treasury-specific domains such as Economic Capital, Liquidity Risk (LCR/NSFR), Capital Management (ICAAP), or Interest Rate Risk in the Banking Book (IRRBB) to ensure familiarity with regulatory modelling requirements. Experience in data engineering and ETL (Extract, Transform, Load) processes, including the ability to handle and cleanse large, unstructured datasets to ensure data integrity for modelling.

• Banking Process & Procedures
• Data Analytics
• Data Compliance
• Data Quality
• Planning, Forecasting and Budgeting
• Quantitative Analysis
• Statistical & Mathematical Analysis

Additional Information

• Adopting Practical Approaches
• Articulating Information
• Checking Things
• Examining Information
• Interacting with People
• Interpreting Data
• Managing Tasks
• Producing Output
• Taking Action
• Team Working
• Upholding Standards

Our Commitment to Diversity, Equity and Inclusion

Standard Bank Group is committed to fair and inclusive employment practices. We aim to build a workforce that reflects the diversity of the communities we serve and welcome applications from candidates of all backgrounds, including people with disabilities. We strive to create an environment where everyone has an equal opportunity to contribute and grow.