Integrated Scenario Analyst

Job Description

• To support the development, implementation, and ongoing embedding of the Group’s integrated scenario analysis capability within FirstRand Group Treasury. The role applies risk, finance, and quantitative expertise to analyse complex data, develop and code quantitative models, and produce insightful dashboards that inform strategic decision‑making, capital planning, and risk management.
• The role operates within a dynamic, intellectually challenging environment that requires continuous learning and capability development, while collaborating with stakeholders across the Group and across multiple industries, including banking, insurance, and investments, to enhance and mature the Group’s integrated scenario analysis capability.
• Understand and apply scenario formulation techniques to evaluate the impact of economic, financial, and operational scenarios on the Group’s performance, resource allocation, liquidity, and capital planning.
• Lead and support the expansion and embedding of the integrated scenario analysis capability across multiple use cases, including ICAAP stress testing, common scenario stress testing, FRM, budget‑lite processes, and other strategic applications.
• Conduct and lead research into scenario design, macro‑financial linkages, and risk drivers, incorporating internal and external data, regulatory expectations, and industry best practice.
• Build, enhance, review, and challenge quantitative scenario methodologies and models, working collaboratively with Risk, Finance, Treasury, and relevant subject matter experts (SMEs).
• Develop, code, and maintain quantitative models and analytical tools, ensuring robustness, transparency, scalability, and appropriate governance.
• Perform data preparation, validation, and analysis, ensuring accuracy, completeness, and consistency of inputs used in scenario modelling and reporting.
• Review, interpret, and analyse scenario outputs, ensuring results are conceptually sound, analytically coherent, and decision‑useful.
• Ensure scenario results are reported in line with relevant internal standards, regulatory requirements, and accounting frameworks, and that outputs reconcile back to regulatory returns and financial statements.
• Design and maintain dashboards and management information to communicate scenario results, key drivers, sensitivities, and insights effectively.
• Prepare high‑quality presentations, summaries, and discussion materials for senior stakeholders, including Group Treasury, FRM, Finance, and Risk forums.
• Support methodology documentation, governance processes, and audit readiness, including responding to internal and external review queries.
• Monitor and adapt scenarios in response to changing economic conditions, regulatory developments, and emerging risks.
• Act as a collaborative partner across the Group, working with stakeholders across banking, insurance, and investment businesses to ensure alignment and consistency of scenario analysis.
• Contribute to the continuous improvement and maturity of the Group’s integrated scenario analysis capability through innovation, automation, and ongoing skills development.