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Senior Manager Credit Model validation (MKT089L)

Posted by Kontak Recruitment - www.kontak.co.za on Monday, February 18, 2019 Under: Information Technology

Senior Manager Credit Model validation (MKT089L)
Sandton
Negotiable

Experience with credit risk and wholesales models
Honours degree in statistics/mathematics/econometrics/finance or related quantitative discipline
Master’s degree in statistics/mathematics/econometrics/finance or related quantitative discipline
Validation of the wholesales models used for the calculation regulatory and economic capital as well as credit impairments and the rating process
Manage team of quantitative analysts
Developing challenger models, assisting organisation to optimise the number of credit models
Analyses and reports are at group board committees, the SARB and banks internal and external auditors
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
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 the development and establishing an organisation wide reputation for the ambitious candidate

Please email CV to [email protected] and quote MKT089L in the subject line
Apply online at http://smrtr.io/ZkWh


In : Information Technology 


Tags: senior manager credit model validation 
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