(606) Associate Macroprudential Specialist - Finstab

at  South African Reserve Bank

The successful candidate will be responsible for, among other things, the following key performance areas:

• Assist with the development and implementation of monitoring frameworks for systemic risk in domestic financial institutions.
• Analyse and reconcile new data with historical trends and other relevant data and sources.
• Conduct research to inform the assumptions and relationships that underpin economic and other models.
• Assist with the building of simple models, the running of short-term simulation exercises, and the analysing and explaining of model results.
• Compile thorough, comprehensive and descriptive reports.
• Demonstrate an understanding and application of all methodological standards, techniques and protocols that apply to own work.
• Prepare briefings and presentations on research findings and economic analysis, and present these to the internal team.
• Support the skills development of junior specialists by providing guidance on the subject matter in own scope of work.
• Assist with the development and implementation of the top-down and bottom-up stress testing frameworks (methodologies, processes, models etc.).
• Support the conducting and reporting of stress testing exercises in the financial system to provide advice to policymakers.
• Support the senior macroprudential specialists in co-ordinating and analysing the results of the stress testing exercises with relevant stakeholders.

• Assist with the development and implementation of monitoring frameworks for systemic risk in domestic financial institutions.
• Analyse and reconcile new data with historical trends and other relevant data and sources.
• Conduct research to inform the assumptions and relationships that underpin economic and other models.
• Assist with the building of simple models, the running of short-term simulation exercises, and the analysing and explaining of model results.
• Compile thorough, comprehensive and descriptive reports.
• Demonstrate an understanding and application of all methodological standards, techniques and protocols that apply to own work.
• Prepare briefings and presentations on research findings and economic analysis, and present these to the internal team.
• Support the skills development of junior specialists by providing guidance on the subject matter in own scope of work.
• Assist with the development and implementation of the top-down and bottom-up stress testing frameworks (methodologies, processes, models etc.).
• Support the conducting and reporting of stress testing exercises in the financial system to provide advice to policymakers.
• Support the senior macroprudential specialists in co-ordinating and analysing the results of the stress testing exercises with relevant stakeholders