Job Purpose

To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management and/or attainment of strategic objectives.

Job Responsibilities

• IFRS9 modelling and development (PD, LGD, EAD)
• IFRS9/IAS39 reporting, ad hoc analysis
• Impairment re-grounds and validation
• Attending technical meetings and presenting at these committees

Essential Qualifications – NQF Level

• Advanced Diplomas/National 1st Degrees in Statistics/Mathematics

Preferred Qualification

• Post graduate degree in Statistics/Mathematics,  CFA/ FRM/PRM

Type of Exposure

• Conducting root cause analysis
• Analysing situations or data that requires an in depth evaluation of multiple factors
• Developing ways to minimize risks
• Managing conflict situations
• Influencing stakeholders to obtain buy-in for concepts and ideas
• Sharing information in different ways to increase stakeholders understanding
• Comparing two or more sets of information
• Working with a group to identify alternative solutions to a problem.
• Interacting with diverse people
• Building and maintaining effective relationships with internal and external stakeholders
• Analysing and interpreting quantitative and qualitative data
• Interacting with various levels of management and staff

Minimum Experience Level

• 3years relevant quantitative experience (or similar)
• SAS or SQL experience required

Technical / Professional Knowledge

• Banking knowledge
• Industry trends
• Microsoft Office
• Principles of project management
• Relevant regulatory knowledge
• Relevant software and systems knowledge
• Risk management process and frameworks
• Business writing skills
• Microsoft Excel
• Business Acumen
• Quantitative Skills

Behavioural Competencies

• Applied Learning
• Coaching
• Communication
• Contributing to Team Success
• Decision Making
• Continuous Improvement
• Quality Orientation
• Technical/Professional Knowledge and Skills