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Model Risk Specialist

5 months ago

Johannesburg, South Africa FirstRand Full time

Job Description

Investigates and reports on fraud within the company and liaises with auditors to reduce fraud risk in the company

Hello future Model Risk Specialist Analyst

FirstRand believes that its people are its single most important resource and will not operate in a sector unless it has people who are right for that market and who share FirstRand’s business values. We recruit self-starters who have a passion for what they do. We empower them, hold them accountable and reward them appropriately. We value diversity in our people, particularly for the way that this contributes to innovative thinking. If you think you will flourish in our environment, and you believe you have the necessary skills and competencies for the position advertised, then we are looking for you

Are you someone who can:

- Perform tasks that include model independent validation, reporting, presenting at governance committees, shaping of frameworks, researching methodologies, etc, that contribute to the management of model risk.
- Review and/or reperform model building process.
- Document and communicate independent validation findings, corrective actions and advise on model appropriateness.
- Assess the adequacy and/or best practice in strategy, frameworks, policies, and business process alignment to modelling practice.
- Present to designated validations committee independent validation outcomes and corrective actions.
- Communicate effectively and maintain a good relationship with key stakeholders.
- Optimise processes through continuous updates to frameworks and governance design.
- Have completed a bachelor’s degree (Honours preferrable) in one of the following disciplines: Statistics, Mathematics, Quantitative Risk Management, Engineering, Actuarial science, Data science or similar.
- With up to 5 years of financial modelling, risk modelling and/or model validation experience within a banking context.
- Proficiency in programming languages that can include SAS, SQL, Excel, Python and R.
- Experience with the following model types/usage advantageous:

- Scorecard models
- Financial Crime
- Group Treasury
- Credit risk regulatory capital and provisioning models
- Pricing
- Insurance
- Advanced Analytics

You will have access to:

- Challenging work in a complex and exciting environment
- Opportunities to innovate and create efficiencies.

We can be a match if you are:

- Have a good understanding of models from different risk types.
- Curious & courageous - driven and brave enough to always wanting to know and learn more.
- Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself.

Job Details

Application Closing Date

07/09/24