Senior Manager, Alm Systems Development And Support

Senior Manager, ALM Systems Development and Support
Job Overview
Business Segment: Group Functions
Location: ZA, GP, Johannesburg, Baker Street 30
To 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.
Qualifications
Minimum Qualifications Type of Qualification: First Degree
Field of Study: Finance and Accounting / Risk Management

Experience Required Treasury Capital Management
Finance & Value Management
8-10 years
Deep 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 the management accounting.

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.

8-10 years
Practical 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.
Please note: All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any from of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or ******
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