Senior Manager, ALM Systems Development and SupportJob OverviewBusiness Segment: Group FunctionsLocation: ZA, GP, Johannesburg, Baker Street 30To lead and drive the end-to-end Asset and Liability Management (ALM) implementation and production cycle for the Group and its banking entities using the appropriate risk calculation engine to ensure data validity and quality against the Group's principles, regulatory requirements & international best practices.
Provide specialist advice and insights on the risk engine configuration and lead TCM projects aligned to Group, regulatory and regional requirements, facilitating business deliverables.QualificationsMinimum QualificationsType of Qualification: First DegreeField of Study: Finance and Accounting / Risk ManagementExperience RequiredTreasury Capital ManagementFinance & Value Management8-10 yearsDeep specialist experience within the banking industry specifically Liquidity Risk and Balance Sheet management, and Asset and Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB), forecasting and management accounting.8-10 yearsExperience 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 multiple dimension analyses.8-10 yearsPractical experience with regards to Asset and Liability Management, Liquidity, Funds Transfer Pricing and Interest Rate Risk in the Banking Book.
Designing and implementing solutions in a risk calculation engine to satisfy business requirements.
Overseeing the validity and quality data inputs into a risk calculation engine and managing the implementation of projects.
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