Qualifications Matric and relevant tertiary qualification (Degree or Post Graduate Degree) 8 to 10 years deep specialist experience within the banking industry, specifically in: Liquidity Risk Balance Sheet Management Asset and Liability Management (ALM) Interest Rate Risk in the Banking Book (IRRBB) Forecasting and Management Accounting 8 to 10 years experience in: Applying mathematical and statistical skills in designing and reviewing models Automating models using SQL, SAS and/or VB Understanding of OLAP and ability to design multi-dimensional analyses 8 to 10 years practical experience in: ALM, Liquidity, Funds Transfer Pricing (FTP), and IRRBB Designing and implementing solutions in a risk calculation engine Overseeing data quality and managing implementation of related projects Responsibilities Act as the subject matter expert in training and developing ALM risk engine users within the Treasury and Capital Management function. Collaborate with regional Balance Sheet Management te...