Specialist, Model Development, TCM Job at Standard Bank Group

Job Description

• To apply quantitative expertise to support in the design, development, and maintenance of the integrated suite of TCM models. Responsible to provide support in the execution of model builds and data analytics, ensuring all deliverables meet the rigorous standards of the Group Model Risk Framework.
• This role focuses on the practical implementation of modelling solutions across Economic and Regulatory capital, liquidity, and interest rate risk to enable data-driven financial management.

Qualifications

• Type of Qualification: First Degree
• Field of Study: Finance and Accounting, Information Studies, Information Technology, Mathematical Sciences, Quantitative Studies

Experience Required

Treasury Capital Management

• Finance & Value Management
• 3-4 years
• Experience in a financial services environment, specifically within a quantitative risk, treasury, or balance sheet management function to understand the practical application of financial metrics. Practical experience in statistical programming and data science using Python, R, or SQL to develop, test, and execute quantitative models.
• 3-4 years
• Exposure to Treasury-specific domains such as Economic Capital, Liquidity Risk (LCR/NSFR), Capital Management (ICAAP), or Interest Rate Risk in the Banking Book (IRRBB) to ensure familiarity with regulatory modelling requirements.
• Experience in data engineering and ETL (Extract, Transform, Load) processes, including the ability to handle and cleanse large, unstructured datasets to ensure data integrity for modelling.

Technical Competencies:

• Banking Process & Procedures
• Data Analytics
• Data Compliance
• Data Quality
• Financial Acumen
• Financial Analysis
• Planning, Forecasting and Budgeting
• Quantitative Analysis
• Statistical & Mathematical Analysis
• Understanding GAAP

Additional Information

Behavioural Competencies:

• Adopting Practical Approaches
• Articulating Information
• Checking Things
• Examining Information
• Interacting with People
• Interpreting Data
• Managing Tasks
• Meeting Timescales
• Producing Output
• Taking Action
• Team Working
• Upholding Standards