Job Description

• To facilitate the consolidation of Standard Bank entity stresses into Standard Bank Group (SBG) financial position, as well as the evaluation of each individual entities financial position under severe but plausible scenarios by developing, embedding, reviewing and maintaining the quantitative stress testing models across all entities in order to enhance risk and capital management.

Qualifications

• Type of Qualification:First Degree
• Field of Study:Finance and Accounting
• Type of Qualification:First Degree
• Field of Study:Mathematical Sciences

Experience Required
Treasury Capital Management

• Finance & Value Management
• 8-10 years
• The role requires an individual with Treasury Capital Management and Risk experience. Experience in a finance and profitability environment. In-depth understanding of how risk works and ability to assess losses across geographies, providing recommendations to senior management.