Stress Test Analyst

Overview

Stress Test Analyst Jobs in Johannesburg, South Africa at FirstRand Bank Limited

Description

First Rand, Group Treasury has an opportunity for a stress test quant analyst. In this role you will be
accountable in a direct supporting role for the group’s stress and scenario analysis process. The ideal
candidate for this position is an individual that is a self-starter and has risk, finance and quantitative
experience. This is a challenging and intellectually stimulating role in a dynamic team that would
require constant upskilling and building up experience to improve the stress and scenario analysis
process. This role gives you the unique opportunity to work across various industries covering
banking, insurance, and investments, across our jurisdictions that the Group operates in.

Understand scenario formulation and support stress test and scenario analysis process, including capital, climate and liquidity impacts for ICAAP, CSST, CRST and climate risk reporting in line with IASB/TCFD and PA/SARB guidance

Conduct research, build, challenge and review stress test and scenario methodologies with risk,finance, treasury, and capital SMEs.

Review stress and scenario results and ensure reported in line with group and regulatory standards,ensuring all results reconcile back to regulatory returns and financial statements.

Preparation of presentation of stress test results to stress test stakeholders, ALCCO, FRM stakeholders, RCCC and related subcommittees, and the PA and SARB.

Job Details

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

13/03/26

All appointments will be made in line with First Rand Group’s Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.

Title: Stress Test Analyst

Company: FirstRand Bank Limited

Location: Johannesburg, South Africa

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