Specialist, Tcm Model Development

Location : ZA, GP, Johannesburg, Baker Street 30

To be a subject matter expert in Treasury and Capital Management (TCM) in the design, development, and maintenance of the integrated suite of TCM models adhering to best practice and the minimum standards set in the Group Model Risk Framework.

Responsibilities:

1. Provide specialist expertise in the development of models covering all areas of TCM including capital, liquidity, stress testing, funds transfer pricing, and interest rate risk in the Banking book.
2. Understand data flows, data architecture, ETL, and processing of structured and unstructured data.
3. Use data mining to discover new patterns from large datasets.
4. Implement standard and proprietary algorithms for handling and processing data.
5. Experience with common data science toolkits, such as SAS, R, SPSS, etc.
6. Experience with data visualization tools, such as Power BI, Tableau, etc.
7. Project management experience.

Qualifications:

1. Minimum Qualifications:
2. Type of Qualification: Post Graduate Degree
3. Field of Study: Finance and Accounting, Information Studies, Information Technology, Mathematical Sciences, Quantitative Studies

Experience Required:

1. 5-7 years experience in Liquidity Risk and Balance Sheet management within a Bank, and ALM, IRRBB, Capital forecasting process management.
2. 5-7 years experience in working with unstructured data (e.g., Streams, images).
3. 5-7 years proven development experience in software and software engineering.
4. Up to date with developments in the IA field.
5. Experience in technical business intelligence, in-depth understanding of the bank's data processes, systems, and products.
6. Knowledge of IT infrastructure and data principles that form the basis for data quality management.

Please note: All our recruitment processes comply with the applicable local laws and regulations.

We will never ask for money or any form of payment as part of our recruitment process. If you experience this, please contact our Fraud line.