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
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:
- Articulating Information
- Convincing People
- Developing Expertise
- Documenting Facts
- Establishing Rapport
- Examining Information
- Exploring Possibilities
- Following Procedures
- Interacting with People
- Interpreting Data
- Making Decisions
- Managing Tasks
- Producing Output
- Providing Insights
- Seizing Opportunities
- Showing Composure
- Taking Action
- Thinking Positively
- Understanding People
- Upholding Standards
Technical Competencies:
- Financial Acumen
- Financial Analysis
- Financial Industry Regulatory Framework
- Financial Planning
- Interpreting Financial Statements
- Legal Compliance
