Specialist, ALM Systems Development&Support, Johannesburg

Specialist, ALM Systems Development&Support Job Overview Business Segment: Group Functions Location: ZA, undefined, Johannesburg, Baker Street 30 To lead and drive the Liquidity Risk and Assets&Liability Management (ALM) production cycle for the bank, utilizing the applicable liquidity, interest rate risk in the banking book, and funds transfer pricing calculation engine. Maintain high data quality to comply with regulatory requirements. Design and validate inputs and configurations of the calculation engine, and drive projects in line with regional requirements to enable efficient functionality.Qualifications Type of Qualification:

First Degree Field of Study:

Finance and Accounting, Mathematical Sciences Experience Required Treasury Capital Management:

6-8 years experience in applying mathematical and statistical skills in designing and reviewing models. Ability to automate models using SQL, SAS, and/or VB. Understanding of OLAB and ability to design multi-dimensional analyses. Risk Calculation Engine:

6-8 years experience working with a risk calculation engine, leading design in line with business requirements. Overseeing data input validity and quality, and leading project implementation. Risk Disciplines:

6-8 years knowledge and experience in market risk, credit risk, liquidity risk, or other risk areas. Specialist ALM experience from a large, complex, international organization, particularly in understanding the Liquidity Risk and ALM production cycle.

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