Analyst, Capital & Impairments Modelling
Standard Bank Group · Johannesburg, Gauteng
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- To ensure the optimal development, enhancement, deployment, maintenance and monitoring of credit risk models for regulatory capital within Personal & Private Banking Capital and Impairment Model Development.
- Ensure models developed are of high quality and the required governance of model changes, and accounting and Reserve Bank regulations are adhered to.
Qualifications
- Completed Matric
- Honours Degree - Actuarial Science; Mathematical Statistics; Applied/Financial Mathematics; Quantitative Risk Management; Applied Statistics
Experience
- 1 - 2 years' Experience with data mining and retail credit risk modelling. Technical model development and implementation experience in the banking sector. Experience in building PD, LGD and EAD models end-to-end, through to implementation.
- Understanding of the use and impact of capital models in retail banking or a retail lending environment. Understanding of the purpose and operation of capital models. Communication skills, in particular, communication of technical concepts to a non-technical audience. SAS and IFRS 9 experience.
Behavioural Competencies
- Adopting Practical Approaches
- Articulating Information
- Challenging Ideas
- Examining Information
- Exploring Possibilities
Technical Competencies
- Data Analysis
- Data Integrity
- Documenting
- Knowledge Classification
- Statistical & Mathematical Analysis