Specialist, Model Development, TCM

Standard Bank Group; Johannesburg; On-site; ZAR 750,000 - 1,200,000; Full time

Job summary

Standard Bank Group is a leading Africa-focused financial services group that designs and maintains quantitative models to support capital, liquidity and interest-rate risk management. The role involves applying data analytics and data engineering techniques to ensure robust modelling and data integrity in a complex regulatory environment.

You will work with Treasury Capital Management functions, leveraging Python, R and SQL to develop, test, and execute quantitative models while aligning with

Qualifications

• Experience in financial services with quantitative risk, treasury, or balance sheet management.
• Practical experience in statistical programming and data science using Python, R, or SQL.

Responsibilities

• Support design, development, and maintenance of the integrated suite of Treasury Capital Management models.
• Ensure modelling deliverables meet Group Model Risk Framework standards.
• Apply data analytics to enable data-driven financial management across capital, liquidity, and interest rate risk.

Skills

Data Analytics

Data Compliance

Data Quality

Financial Acumen

Financial Analysis

Planning, Forecasting

Quantitative Analysis

Statistical Analysis

Understanding GAAP

Interacting with People

Education

First Degree

Tools

Python

R

SQL

Job description

Standard Bank Group is a leading Africa-focused financial services group, and an innovative player on the global stage, that offers a variety of career-enhancing opportunities plus the chance to work alongside some of the sectors most talented, motivated professionals. Our clients range from individuals, to businesses of all sizes, high net worth families and large multinational corporates and institutions. Were passionate about creating growth in Africa. Bringing true, meaningful value to our clients and the communities we serve and creating a real sense of purpose for you.

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.

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.

Technical Competencies:

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

Behavioural Competencies:

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