Analyst, ALM at Stanbic IBTC

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