Exciting new opportunity in Enterprise Risk Management to join the Model Risk team. Role Purpose We are looking for a Model Risk Specialist/Data Scientist who can leverage a strong understanding of various models to perform the following tasks: Model independent validation and model risk management Review and/or reperform the model building process Document and communicate independent validation findings, corrective actions and advise on model appropriateness Assess the adequacy and/or best practice in strategy, frameworks, policies and business process alignment to modelling practice Present independent validation outcomes and corrective actions to the designated validations committee Communicate effectively and maintain a good relationship with key stakeholders Optimize processes through continuous updates to frameworks and governance design Education & Qualifications Bachelor’s degree (Honors preferred) in Statistics, Mathematics, Quantitative Risk Management, Engineering, Actuarial Science, Data Science or a similar discipline Skills & Competencies 2–4+ years of financial modelling, risk modelling and/or model validation experience within a banking context Proficiency in programming languages including SAS, SQL, Excel, Python and R Experience with developing the following model types (advantageous):Scorecard models (Application and Behavioral) Credit Risk Regulatory Capital and Provisioning models Financial Crime models Group Treasury models Artificial Intelligence models Benefits Challenging work in a complex and exciting environment Opportunities to innovate and create efficiencies EEO Statement All appointments will be made in line with FirstRand Group’s Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. Candidates may disclose disability information on a voluntary basis, which will be kept confidential unless required by law to be disclosed to other parties. #J-18808-Ljbffr