Specialist, Model Development, TCM

Standard Bank Group; Johannesburg; On-site; ZAR 900,000 - 1,800,000; Full time

Job summary

Standard Bank Group in Johannesburg seeks a quantitative professional to design, develop, and maintain an integrated Treasury Capital Management (TCM) modelling suite. You will support model builds and data analytics, ensuring alignment with the Group Model Risk Framework.

Ideal candidates have 3–4 years in financial services, with hands-on Python, R or SQL for modelling, and exposure to Economic Capital, Liquidity Risk, ICAAP or IRRBB, plus data engineering and ETL experience.

Qualifications

• 3-4 years of experience in financial services, specifically quantitative risk, treasury or balance sheet management.
• Practical experience in statistical programming and data science using Python, R or SQL to develop, test and execute models.
• Exposure to Treasury domains such as Economic Capital, Liquidity Risk (LCR/NSFR), Capital Management (ICAAP), or IRRBB.
• Experience in data engineering and ETL processes with large, unstructured datasets.

Responsibilities

• Design, develop and maintain the integrated suite of TCM models.
• Provide support in model builds and data analytics to meet Group Model Risk Framework standards.
• Ensure data integrity and governance for modelling activities.

Skills

Python

R

SQL

Statistical programming

Data science

Education

First Degree – Finance and Accounting

First Degree – Information Technology

First Degree – Mathematical Sciences

First Degree – Quantitative Studies

Tools

ETL

Job description

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.