Asset Liability Management Analyst, Victoria Garden City

To analyse, develop and optimise balance sheet management strategies within the risk management framework and risk appetite set.

Key Responsibilities


Assist the ALM Manager in establishing and maintaining systems and procedures to monitor and measure the compliance of banking book risks with the limits and guidelines set in the Stanbic IBTC Bank liquidity risk and interest rate risk on the banking book policies
Maintain day-end and month-end data to enable reporting on current and historical compliance or non-compliance with limits and guidelines, with appropriate commentary over daily, weekly, monthly, quarterly or annual periods
Measure and review metrics and reports for monthly reporting ensuring threshold limits are within acceptable ranges, balances sheet hygiene is maintained, and anomalies are communicated and resolved.
Ensure that all business units and support functions manage their ALM responsibilities effectively
Assist the ALM Manager to model and report the outcomes of each measure of liquidity risk to the Stanbic IBTC Bank and AR ALCOs in accordance with set policies and procedures


Qualifications


University Degree in Economics, Finance or related fields
Relevant certification(s) is an added advantage


Experience 


4+ years of financial services experience in asset and liability management, financial reporting, quantitative financial modelling or risk management. Banking experience.
Knowledge of liquidity risk, market risk and interest rate risk would be an advantage.


Additional Information

Behavioural Competencies:


Articulating Information
Checking Things
Developing Expertise
Exploring Possibilities
Generating Ideas
Team Working
Upholding Standards


Technical Competencies:


Continuous Process Improvement
Financial Acumen
Liquidity Management
Planning, Forecasting and Budgeting
Risk Management
Statistical & Mathematical Analysis
Transfer Pricing