Credit Risk Modeling Lead for Capital

A leading financial services provider in Johannesburg is seeking a Risk Manager to review and recommend developmental credit risk and investment risk models. The ideal candidate will bring over 7 years of experience in credit risk and financial modelling, along with proficiency in tools like SAS and SQL. This role entails close collaboration with finance...

Job 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,...

Description of the role and purpose of the job Seeking quantitatively inclined individuals with experience of managing teams and mentoring junior staff. The role will be for a Senior Manager in credit risk modelling. Key responsibilities Supporting with the organization and execution of the development and validation of credit risk models (impairment and...

Job Reference : JHB HRM-1Purpose of the Job : Review and Recommend Models and Strategies : The manager plays a pivotal role in reviewing and recommending the company's developmental credit risk and investment risk models and strategies in line with best practice. This involves staying updated on industry standards and ensuring the company's approaches are...

Key Responsibilities:Develop, validate, and implement credit risk models (A-IRB/RWA and IFRS9) across wholesale portfolios such as corporate, sovereign, and specialized lending.Analyze and prepare model development data, ensuring robust methodologies and assumptions.Present technical findings and validation reports to senior stakeholders, including Auditors...

Job Reference: JHB -HRM-1 Purpose of the Job: Review and Recommend Models and Strategies: The manager plays a pivotal role in reviewing and recommending the company's developmental credit risk and investment risk models and strategies in line with best practice. This involves staying updated on industry standards and ensuring the company's approaches are...

Join to apply for the Credit Risk Manager role at KPMG South Africa. Overview We have an exciting opportunity to join our Financial Risk Management business unit, as we are looking to fill a Manager position in our Credit Risk & Capital Management team. We are a specialist function within KPMG's Advisory Practice, whose main purpose is to assist clients with...

About us, purpose, experience and qualifications **about us**: **purpose**: **experience and qualifications**: - Essential Qualification: Bachelor’s degree (Honours preferrable) in one of the following disciplines: Statistics, Mathematics, Quantitative Risk Management, Engineering, Actuarial science, Data science or similar. - Experience: 2-4+ years of...

Job Overview Business Segment: Personal & Private Banking Location: ZA, GP, Johannesburg, Baker Street 30 To ensure the optimal development, enhancement, deployment, maintenance and monitoring of high quality and effective impairment models within the PBB SA Capital and Impairment Model Development team. Managing Capital and Impairments Models team members...

Analyst, Capital and Impairment Model Development Job Overview Business Segment: Personal & Private Banking Location: ZA, GP, Johannesburg, Baker Street 30 To ensure the optimal development, enhancement, deployment, maintenance and monitoring of impairment models within PBB Capital and Impairment Model Development. Ensure models developed are of high quality...