Qualifications

• Matric and relevant tertiary qualification (Degree or Post Graduate Degree)
• 8 to 10 years deep specialist experience within the banking industry, specifically in:

• Liquidity Risk
• Balance Sheet Management
• Asset and Liability Management (ALM)
• Interest Rate Risk in the Banking Book (IRRBB)
• Forecasting and Management Accounting

• 8 to 10 years experience in:
• Applying mathematical and statistical skills in designing and reviewing models
• Automating models using SQL, SAS and/or VB
• Understanding of OLAP and ability to design multi-dimensional analyses

• 8 to 10 years practical experience in:
• ALM, Liquidity, Funds Transfer Pricing (FTP), and IRRBB
• Designing and implementing solutions in a risk calculation engine
• Overseeing data quality and managing implementation of related projects
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