Specialist, Alm Systems Development And Support

Specialist, ALM Systems Development and Support Job Overview Business Segment: Group Functions
Location: ZA, GP, Johannesburg, Baker Street 30
To drive the Liquidity Risk and Assets and Liability Management production cycle for the bank utilizing the applicable liquidity, interest rate risk and funds transfer pricing calculation engine whilst maintaining high quality of data to comply with the applicable regulatory requirements. Design, maintain and validate inputs and configurations of the calculation engine and drive projects in line with regional requirements to enable efficient and fit for purpose reporting and functionality.
Qualifications Minimum Qualifications Type of Qualification: First DegreeField of Study: Finance and Accounting / Mathematical SciencesExperience Required 5-7 years: Experience in a risk calculation engine leading the design in line with business requirements. Overseeing the validity and quality data inputs into the engine and managing the implementation of projects.5-7 years: Experience in Liquidity Risk and Balance Sheet management within a Bank with a Corporate and Retail Business division. Exposure to ALM, IRRBB, forecasting and the management accounting of forecasting.8-10 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 multiple dimension analyses.Please note: All our recruitment processes comply with the applicable local laws and regulations.

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