14.03.2024
Specialist, Economical Capital
Standard Bank of South Africa Limited
South Africa, Johannesburg
Location: ZA, GP, Johannesburg, Baker Street 30 To model Economic Capital for selected Portfolios across Client Segments and Client Solutions within the Bank, inclusive of the actual reporting to Business and the technical elements relating to modelling and validation of Economic Capital, in order to provide insight into whether the Business is adequately capitalised and to provide the ability to manage the underlying portfolio such as to have a balanced portfolio from a risk adjusted point of view. Qualifications Minimum Qualifications Type of Qualification: First Degree Field of Study: Mathematical Sciences Other Minimum Qualifications, Certifications or Professional Memberships: Certification in Risk Management (Professional Risk Management&Financial Risk Management),Quantitative Modelling would be a minimum requirement for this role. Experience Required Treasury Capital Management 3-4 years Specialist experience in Credit Risk, Risk Management, Risk Model Development and Risk Model Validation The role requires a specialist with proven organisational capability and profound knowledge of the full dimensions of the field, gained from a track record of 5-7 years in Capital Management and Economic. This includes the calculation and reporting of Economic Capital and Earnings at Risk for dedicated portfolios within SA and international. Please note: All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any from of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or TransactionFraudOpsSA@standardbank.co.za #J-18808-Ljbffr
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