Detailed description

The successful candidate will be responsible for the following key performance areas:

• Assist in developing and implementing monitoring frameworks for systemic risk in domestic financial institutions. 
• Analyse new data and reconcile it with historical trends and other relevant data and sources. 
• Conduct research to inform the assumptions and relationships that underpin economic and other models.
• Help build simple models, run short-term simulation exercises, and analyse and explain model results. 
• Compile thorough, comprehensive and descriptive reports. 
• Understand and apply all methodological standards, techniques and protocols relevant to your work. 
• Prepare briefings and presentations on research findings and economic analysis, and present these to the internal team.
• Support the skills development of junior specialists by providing guidance on the subject matter within your own scope of work.
• Assist in developing and implementing top-down and bottom-up stress testing frameworks, including methodologies, processes and models.
• Support the execution and reporting of stress testing exercises in the financial system to provide advice to policymakers. 
• Support the senior macroprudential specialists in coordinating and analysing stress testing results with relevant stakeholders.

Qualifications

Job requirements

To be considered for this position, candidates must be in possession of:

• a Bachelor’s degree (NQF 7) in Economics, Finance or Statistics, or an equivalent qualification; 
• at least two to five years’ relevant job-related experience; and
• a strong background in economics or econometrics.