Model Validation Analyst
4 days ago
Summary: Ready to take your expertise in credit risk to the next level? This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment. Based in Cape Town, at the forefront of ensuring model accuracy, compliance, and reliability in the credit risk space. If you're passionate about data and decision-making, this is the perfect opportunity for you. Qualifications: A Degree in Mathematics, Statistics, Actuarial Science, Engineering, or a related field. 35 years of hands-on experience in credit risk modeling, validation, or related quantitative roles. Strong proficiency in Python, R, or SAS for model evaluation and data analysis. In-depth knowledge of credit risk frameworks, including Basel, IFRS 9, and BCBS239. Strong understanding of credit risk modeling techniques, such as PD, LGD, EAD, and credit scoring. Duties and Responsibilities: Validate and assess the performance of credit risk models, ensuring they align with industry standards and regulatory requirements. Collaborate with model developers to enhance model robustness and real-world applicability. Conduct rigorous stress testing, sensitivity analysis, and model back-testing to ensure reliability and accuracy. Ensure compliance with regulatory frameworks related to credit risk and capital management. Prepare detailed reports and present findings to senior management, highlighting areas for improvement and actionable insights. Stay on top of regulatory updates and best practices in the credit risk field. Apply now For more Actuarial and Analytics jobs, please visit If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions. For more information contact: Adon Abrahams Senior Specialist Consultant: Actuarial & Analytics adabrahamsnetworkfinance.co.za
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Senior Analyst Model Validation
7 months ago
Johannesburg, South Africa Absa Bank Limited Full timeBring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary The...
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Analyst Model Validation
7 months ago
Johannesburg, South Africa Absa Bank Limited Full timeEmpowering Africa’s tomorrow, together one story at a time. - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job...
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Financial Modeling Validation Specialist
3 weeks ago
Johannesburg, Gauteng, South Africa Network Recruitment Full time**Financial Modeling Validation SpecialistCredit Risk Model Assurance AnalystJoin Network Recruitment in Cape Town as a Financial Modeling Validation Specialist/Credit Risk Model Assurance Analyst. We seek an experienced professional with 35+ years of hands-on experience in credit risk modeling, validation, or related quantitative roles. This role involves...
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Senior Quantitative Analyst: Retail Model Validation
22 hours ago
Johannesburg, South Africa Nedbank Full time**Requisition Details & Talent Acquisition Contact** - 120002 - Debbie Fuyani**Location** - JHB**Cluster** - Nedbank Group Risk- Career Stream- Quantitative - Leadership Pipeline- Manage Self: Professional **Position** - Senior Quantitative Analyst: Retail Model Validation**Job Purpose** - The validation of the models used for the calculation regulatory and...
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Model Validation Analyst
4 weeks ago
Johannesburg, South Africa Jobted ZA C2 Full timeSummary: Ready to take your expertise in credit risk to the next level? This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment. Based in Cape Town, at the forefront of ensuring model accuracy, compliance, and reliability in the credit risk space. If you're passionate about data and...
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Model Validation Analyst
4 weeks ago
Johannesburg, South Africa Network Recruitment Full timeSummary:Ready to take your expertise in credit risk to the next level? This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment. Based in Cape Town, at the forefront of ensuring model accuracy, compliance, and reliability in the credit risk space. If you're passionate about data and...
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Model Validation Analyst
4 weeks ago
Johannesburg, South Africa Network Recruitment Full timeSummary: Ready to take your expertise in credit risk to the next level? This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment. Based in Cape Town, at the forefront of ensuring model accuracy, compliance, and reliability in the credit risk space. If you're passionate about data and...
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Johannesburg, South Africa Nedbank Full time**Requisition Details & Talent Acquisition Contact** - REQ 120529- Tshego Smeneya**Career Stream** - Quantitative **Leadership Pipeline** - Manage Self: Professional **Position** - Quantitative Analyst: Retail Model Validation**Job Purpose** - The validation of the models used for the calculation regulatory and economic capital as well as credit...
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Model Risk Validations Lead
23 hours ago
Johannesburg, South Africa FirstRand Full timeAbout us, purpose, experience and qualifications **about us**: **purpose**: - Lead the independent validation function within Group Model Risk Management and shape this function to appropriately support the Group’s data and analytics strategy. Drive enhancements to modelling across the group, through oversight and ownership of the independent validation...
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Analyst Model Risk Validation
1 week ago
Johannesburg, South Africa Absa Bank Limited Full timeBring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary You...
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Model Risk Validations Lead
2 months ago
Johannesburg, South Africa FirstRand Full timeJob Description Lead the Credit Risk Independent Validation function within Group Model Risk Management and shape this function to appropriately support the Group’s Model Risk Management Strategy. Drive enhancements to modelling across the group, through oversight and ownership of the independent validation function, model governance processes,...
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Quantitative Analyst: Retail Model Validation
2 months ago
Johannesburg, South Africa Nedbank Full time**Requisition Details & Talent Acquisition Consultant** - REQ 137060 - Thembi Mtshali- Location: Johannesburg**Cluster** - Group Risk**Career Stream** - Quantitative **Leadership Pipeline** - Manage Self: Professional **Job Purpose** - The validation of the models used for the calculation of regulatory and economic capital as well as credit impairments and...
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Quantitative Analyst: Wholesale Model Validation
2 weeks ago
Johannesburg, South Africa Nedbank Full time**Requisition Details & Talent Acquisition Contact** - REQ: 137534 - Talent Acquisition Contact: Lerato Sithole - Cluster: Group Risk - Location: 135 Rivonia Road, Nedbank Head Office, Sandton - Job Family - Investment Banking - Career Stream - Quantitative - Leadership Pipeline - Manage Self: Professional - FAIS Affected **Job Purpose** - The validation of...
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Senior Data Analyst and Modeller
2 weeks ago
Johannesburg, South Africa H2R Africa Full timeOur client, a leading and International Mining Company, has a contract vacancy for a Senior Data Analyst and Modeller. The senior data analyst will be responsible for building, optimizing, and maintaining conceptual and logical data models to ingest and curate data from source systems into an **Azure data lake**. The models must comply with the governance...
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Data Model Validation Expert
3 weeks ago
Johannesburg, Gauteng, South Africa Network Recruitment Full time**Job Title:** Data Model Validation Expert The **Network Recruitment** team is seeking an experienced Data Model Validation Expert to join their team in Cape Town. As a key member of the credit risk modeling validation team, you will be responsible for ensuring the accuracy and reliability of financial models used in the credit risk space. Key...
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Senior Quantitative Analyst: Retail Model Validation
2 months ago
Johannesburg, South Africa Nedbank Full time**Requisition Details & Talent Acquisition Consultant** - REQ 137058 Thembi Mtshali- Location: Johannesburg- Job Family- Investment Banking - Career Stream- Quantitative - Leadership Pipeline- Manage Self: Professional - FAIS Affected**Job Purpose** - The validation of the models used for the calculation of regulatory and economic capital as well as credit...
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Credit Model Validation Expert
3 weeks ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeAbout the RoleThe Credit Model Validation Expert will play a crucial role in ensuring the accuracy and reliability of our credit risk models. Based in Cape Town, this expert will collaborate with model developers to enhance model robustness and real-world applicability.Responsibilities:Validate and assess the performance of credit risk models, ensuring they...
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Quantitative Analyst: Wholesale Validation
7 months ago
Johannesburg, South Africa Nedbank Full time**Requisition Details & Talent Acquisition Contact** - REQ 127731- Tshego Semenya**Cluster** - Group Risk**Career Stream** - Quantitative **Leadership Pipeline** - Manage Self: Professional **Position** - Quantitative Analyst: Wholesale Model Validation**Job Purpose** - The validation of the models used for the calculation regulatory and economic capital...
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Model Risk Validations Lead
5 days ago
Johannesburg, South Africa FirstRand Full timeAbout us, purpose, experience and qualifications **about us**: **purpose**: - To lead the independent validation function within Group Model Risk Management and shape this function to appropriately support the Group’s data and analytics strategyTo drive enhancements to modelling across the group, through oversight and ownership of the independent...
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Senior Model Risk Analyst
2 months ago
Johannesburg, South Africa Glencore Full time**Job highlights** - Full time - Johannesburg, Gauteng, South Africa - Market Risk **Job ID** - R200000898**Closing date** - 01/11/2024**Last Updated** - 24/10/2024*** **Senior Model Risk Analyst** Reference Number: HRR0001057 Location: Melrose Arch, Johannesburg, South Africa Department: Risk function Reporting to: Product Risk Lead **JOB...