Senior Marcoprudential Specialist



Kamo Placements

Job Ref:


Date posted:

Wednesday, August 10, 2022


Pretoria, South Africa



The main purpose of this position is to lead the development and implementation of stress testing frameworks in order to promote stability in the financial system.


  • Conduct stress-testing exercises and report results to policymakers.
  • Conduct research to inform the assumptions and relationships that underpin the relevant models.
  • Build economic models to stress test the resilience of financial institutions.
  • Prepare briefings and presentations on stress-test results, research findings and economic analysis, and present to internal and external stakeholders.
  • Support the skills development of junior specialists by providing guidance on the subject matter in own scope of work.
  • Deliver work independently and determine deliverables from a range of prescheduled and ad hoc team responsibilities.
  • Lead the development and implementation of top-down and bottom-up stress-testing frameworks (methodologies, processes, models, etc.)
  • A master’s degree in Economics, Econometrics, Mathematics, Statistics, Actuarial Science or an equivalent qualification; and
  • Six years’ job-related experience with a background in stress testing, model development and/or quantitative analysis of systemic risk in the financial sector.
  • Proven facilitation and presentation skills (would be an added advantage).
  • Sound knowledge of economic and financial theories as well as macroprudential policies.
  • An understanding of stress testing of the banking/insurance sectors or a similar environment.
  • Knowledge of the insurance and banking regulatory frameworks and international standards.
  • Experience with macroeconomic and/or microeconomic modelling.
  • Experience in project management and risk management.
  • Excellent interpersonal, verbal and written communication skills.
  • Proficient in the use of Microsoft (MS) Office products such as MS Word, Excel and PowerPoint.


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