Company:
Standard Bank Group
Industry: Banking / Financial Services
Deadline: Not specified
Job Type: Full Time
Experience: 1 – 2 years
Location: Gauteng
Province: Johannesburg
Field: Banking, Data, Business Analysis and AIÂ
Job Description
- 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
- Degree in Actuarial Science; Mathematical Statistics; (Applied/Financial) Mathematics; Quantitative Risk Management; (Applied) Statistics.
- Master’s Degree Mathematical Science
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
Additional Information
- 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
