Specialist, Stress Testing

2 weeks ago


Johannesburg, Gauteng, South Africa Standard Bank Of South Africa Limited Full time

Business Segment:
Personal & Private Banking

Location:
ZA, GP, Johannesburg, Baker Street 30

To support PPB and BCB stress testing by conducting continuous assessments of the Bank's earnings, capital and liquidity resilience in times of stress.

Research on current and emerging stress testing topics, including climate risk. Develop, embed, review and maintain stress testing models. Provide leading insight and research into how climate risk can be integrated into credit risk measures and stress testing.
Qualifications
Qualifications
Post Graduate Degree (Mathematical Sciences)


Experience Required Risk Model Development & Validation Risk & Corporate Affairs5-7 yearsExperience 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 impairment models in retail banking or a retail lending environment. Understanding of the purpose and operation of impairment models. Communication skills, in particular, communication of technical concepts to a non-technical audience.
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