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Senior Manager Credit Model Validation (MKT089k)

Posted by Kontak Recruitment - on Monday, February 18, 2019 Under: Information Technology

Senior Manager Credit Model Validation (MKT089k)
Highly negotiable

Experience with Group credit risk and credit models
Honours degree in statistics/mathematics/econometrics/finance of related quantitative discipline
Master’s degree in statistics/mathematics/econometrics/finance or related quantitative disciplines
Validation of retail models used for calculation regulatory and economic capital as well as credit impairments and the rating processes
Manage a team of quantitative analysts
Developing challenger models, assisting organisation to optimise the number of credit models
Analyses and reports are presented at group board committees, the SARB and banks internal and external auditors
Team will focus on automation, machine learning and expansion into new areas such as credit risk loss forecasting, credit stress testing and anti-money laundering during the medium term
Provides opportunities for development and establishing an organisation wide reputation for the ambitious candidate
Knowledge of legislative requirements for regulatory credit capital models under the AIRB approach
Statistical and financial modelling skills
Knowledge of IFRS9 financial instruments
Standard for the calculation of credit impairments
Understanding of credit modelling and rating process

Please email CV to [email protected] and quote MKT089k in the subject line
Apply online at

In : Information Technology 

Tags: senior manager credit model validation 
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