Credit Risk Modelling Specialist

1 day ago


Pretoria, Gauteng, South Africa Pinpointone Human Resources Full time
Model Validation Manager Exciting Opportunity in Financial Services

A leading financial institution is seeking a Model Validation Manager to oversee the independent review, governance, and validation of credit risk models, including pricing, IRB credit, and IFRS 9/impairment models . This strategic role ensures model accuracy, compliance, and effective implementation across the business. If you have expertise in credit risk modelling and a passion for risk management, we encourage you to apply.

Key Responsibilities:
  • Model Validation Independently review and validate key credit risk models.
  • Governance & Compliance Establish and manage a robust model governance framework.
  • Implementation Oversight Ensure models are correctly applied across the business.
  • Validation Strategy Develop and execute a validation plan aligned with business risk.
  • Stakeholder Engagement Promote risk management and ensure model adoption.
  • Consulting & Research Provide expert insights and enhance model effectiveness.
  • Technical Expertise Apply programming and financial risk knowledge in validation.
  • Reporting & Compliance Ensure adherence to regulatory and market risk principles.
Requirements: Education & Experience:
  • Honours degree or equivalent in a relevant field.
Technical Skills & Competencies:
  • Advanced Microsoft Office skills.
  • Strong programming and modelling expertise (any language).
  • Proficiency in SAS programming .
  • Solid financial services acumen .
  • Knowledge of financial accounting and market risk principles .
Additional Requirements:
  • Flexibility for extended hours when needed.
  • Willingness to travel as required.

Take the next step in your career and be part of a team that drives excellence in risk management



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