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Deadline_Icon_Ziyana Business Consulting & Training

Application Deadline

10 March 2022


Job Type Icon - Ziyana Business Consulting & Training

Full Time

Location Pin - Ziyana Business Consulting & Training

Pretoria, South Africa

About the Role

A reputable financial institution is looking for a Senior Asset & Liability Management Risk Analyst in Pretoria.


· Honours degree in Banking, Risk Management, Finance, Accounting or Auditing.

· Eight to ten years’ applicable experience in the banking or financial sector or within risk management.

· Detailed knowledge of Insurance, Annuity, and Banking products.

· Strong technical skills and knowledge of ALM, Basel I, II, III, liquidity management and capital planning.

· Knowledge of the risks that banks are faced with.

· Knowledge of the risks insurance companies face.

· Ability to travel: some on-site reviews and assessments will require the candidate to travel locally.

· Effective time management skills.

· Innovative analytical/problem-solving skills.

· Good verbal and written communication skills.

· Good interpersonal skills.

· Ability to work in a team and contribute to team success.

· Ability to lead projects and work independently.

· Good working knowledge of Microsoft Office software packages (i.e., Word, Excel and PowerPoint) and other related software packages.

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Additional Requirements

The following would be an added advantage

· Applicable ALM-risk management experience.

· Conversant in the Basel frameworks – related to liquidity risk and interest-rate risk in the banking book – at both a theoretical and practical level, and be abreast of best practice in ALM risk management.

· Familiar with the liquidity risk and interest-rate risk in the banking book papers published by the Basel.

· Committee on Banking Supervision.

· Knowledge of the Banks Act and the Regulations relating to Banks will be an added advantage.

· Financial Risk Manager (FRM) or a Professional Risk Manager (PRMIA) qualification; and excellent risk and control knowledge.



· Review and evaluate banks’ ALM frameworks and reports (including assessing their capital requirements for both regulatory and economic capital, where applicable) and their ability to manage ALM-related risks, specifically liquidity risk and interest-rate risk in the banking book.

· Monitor insurance companies and financial institutions’ ALM-related risks.

· Provide expert guidance on matters relating to supervised institutions’ compliance with minimum regulatory requirements relating to ALM.

· Develop analytical methods to analyse and interpret risk-based regulatory data submissions.

· Conduct on- and off-site reviews of ALM-related risks for the banking, insurance sector and financial market infrastructures.

· Process, review and evaluate banks’ applications for the adoption of advanced measurement approaches.

· Provide specialist support with respect to ALM risks.

· Stay abreast of international best practices and developments surrounding ALM-related risks.

· Assist and contribute to the assessment of recovery plans compiled by supervised institutions.

· Inform the Prudential Authority (PA) in terms of the aggregate behaviour of banks regarding ALMrelated risks.

· Ensure that the own risk and solvency assessment (ORSA) process adequately captures ALMrelated risks.

· Own and support different ALM / interest rate risk modelling activities, including the development of a methodology that emphasises the consequential nature of liquidity risk in partnership with key stakeholders at RSD and the organisation.

· Produce, develop, and provide thought leadership for analytics and stress tests assessing the positioning of supervised institution's balance sheet.

· Provide analytics supporting strategic initiatives, day-to-day supervisory and regulatory activities, and the development of supervisory strategies as a subject matter expert.


· Assist in terms of research and input into the regulatory framework (e.g., the Banks Act 94 of 1990.

· (Banks Act), the Regulations relating to Banks, circulars, directives and guidance notes) in line with international best practice.

· Build and maintain relationships with the policy division with the view to operationalised the insurance and FMI sector regulatory framework (e.g., circulars, directives and guidance notes)

· Develop internal policy and processes for regulating ALM-related risks.


· Ensure widespread understanding of the concepts and developments in the fields of the abovementioned risks throughout the organisation.

· Keep abreast with the solvency II directive of 2009 and IAIS latest developments.

All CVs should be emailed to

Closing date: 11 March 2022.

Detailed Description

A reputable financial institution is looking for a Senior Asset & Liability Management Risk Analyst in Pretoria.
Ziyana Business Consulting and Training Team

About the Company

Ziyana Business Consulting and Training is a fully integrated solutions provider dedicated to consistently providing high customer satisfaction by rendering excellent service, and furnishing an enjoyable atmosphere at an acceptable price/ value relationship.

We also maintain a friendly, fair, and creative work environment, which respects diversity, ideas, and hard work. We are 100% black owned and majority black female owned. We are an accredited training provider with Services SETA being our primary SETA. We are affiliated with the SABPP as well as APSO.

Ziyana Business Consulting and Training is a people management solutions provider. Our business is people centered and solutions driven. As a solutions provider, Ziyana Business Consulting and Training goes beyond the call of duty to gain understanding of our client’s strategies, the markets in which they operate in and the skills they need to achieve their business objectives.

We assist organizations develop their employment value proposition (EVP). For SMMEs and organizations that lack HR capacity, we provide a holistic people management solution. For larger organizations, we assist the HR department with specific interventions whilst transferring skills, knowledge and experience, supported where necessary by formal training programmes.