Key Responsibilities: Lead the development, enhancement, and implementation of IFRS9 and Basel credit risk models Engage with stakeholders to translate business requirements into analytical solutions Present modelling results, insights, and recommendations to senior stakeholders Ensure compliance with Model Risk Management frameworks and regulatory standards Support model validation processes and manage submissions to validation teams Drive continuous improvement by enhancing methodologies and staying ahead of industry trends Job Experience and Skills Required: Education: Honours Degree in a quantitative field (Statistics, Mathematics, Econometrics, Actuarial Science, Quantitative Finance, Data Science or similar) Experience: Minimum 5 years’ experience within a quantitative or credit risk modelling environment Proven experience in IFRS9 and/or Basel regulatory modelling Experience operating at a senior specialist or management level Skills: Strong analytical and problem‑solving ability Advanced stakeholder engagement and communication skills Proficiency in SAS (advantageous) High attention to detail and ability to work in a fast‑paced, high‑pressure environment Non‑negotiables: Strong understanding of credit risk frameworks and regulatory requirements Ability to manage multiple priorities and deliver under tight deadlines #J-18808-Ljbffr
Model Development Manager
NETWORK FINANCE
randburg, randburg
Published 7 days ago
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