Job Category: Management/Consultant/Advisor

Job Source:

Job Summary

  • No. of Vacancy: N/A
  • Job Location: Gauteng
  • Employment Type: Full Time
  • Salary: N/A
  • Gender: Any
  • Age Limit: N/A
  • Experience: N/A
  • Career level: Mid-Senior level
  • Posted On: Jun 2, 2019
  • Application Deadline: Jul 2, 2019

Job Description/Responsibility

  • Introduction
    One of the largest financial services groups in Africa offering wholesale and retail banking as well as insurance has an opening for an ALM Modelling Specialist, who will be part of the team responsible to developing a stronger, more enhanced, integrated ALM solution.
    • To make a meaning contribution towards the development and roll out of a fully integrated ALM solution, within the organisations BSM, designed to produce detailed risk management reports across both the liquidity and interest rate risk disciplines, while meeting risk data requirements and the need to move towards aggregated and consolidated risk reporting covering both domestic and foreign operations.
    • Liquidity and Interest rate model solutioning of the following
      1. Contractual Mismatch, Business as Usual Mismatch, Stress Mismatch, Liquidity Coverage Ratio (LQR), Net Stable Funding Ratio NSFR), Concentration of Deposits, Available Sources of Stress Funding (ASSF), Off Balance Sheet.
      2. Interest rate risk (NII, EVE)
      3. Model development with QRM,
      4. Perform analysis to establish root cause issues, verify accuracy and robustness of the model.
      5. Enhancement of system and processes to ensure streamlined and effective delivery outputs.

Experience Requirements

  • N/A

Education Requirements

  • N/A

Skills Requirements

  • CA (SA)
  • Detailed knowledge of BASEL III
  • Strong financial management skills
  • Detailed knowledge of banking products
  • Strong Excel skills
  • Good communication skills


  • N/A

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About the Company

Company Name: Afrizan Personnel (Pty) Ltd.
Address: Freestone Office Park, Block B, Ground Floor 135 Patricia Road Sandown, Johannesburg, 2196, , SOUTH AFRICA

Company Profile: • Sourcing and placement of permanent candidates matched to client requirements • A superior database with high calibre candidates, including 80% affirmative action individuals • Evaluation and verification of candidates’ identities, education, credit and criminal histories as well as past employment prior to client placement and keeping with legislation. • Smart solutions to JSE Top 100 companies

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