Model Risk Specialist

Minimum Requirements:Have completed a bachelors degree (Honours preferrable) in one of the following disciplines: Statistics, Mathematics, Quantitative Risk Management, Engineering, Actuarial science, Data science or similar.Have up to 3 years of financial modelling, risk modelling and/or model validation experience within a banking context.Proficiency in...

About us, purpose, experience and qualifications **about us**: **purpose**: - Credit risk models - Market risk models - Operational risk models - Pricing models, - Liquidity risk models - Pillar II Risk Models - Stress testing models - Regulatory and Economic capital models **experience and qualifications**: - A Business Mathematics/Actuarial/Financial...

**Job Requisition Details** - REQ 141028 - Closing Date: 24 July 2025 - Talent Acquisition: Precious Motlhako - Cluster and Location - Business Commercial Banking - Johannesburg, Sandton - Hybrid Career Stream - Quantitative - Leadership Pipeline - Manage Self: Professional **Job Purpose** - To develop and maintain best practice models and assessment...

Empowering 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 Summary To...

**PRIMARY PURPOSE** Govern and lead the strategic development, execution and automation of all quantitative risk and regulatory models across the bank. Drive regulatory alignment and risk-informed decision-making across IFRS 9 and market valuation-and risk models. Represent the bank at ALCO, EXCO-level forums, and external audit engagements on model...

Location: ZA, GP, Johannesburg, 30 Baker Street To develop, apply and enhance specialist techniques and mathematical / statistical models, such as time series forecasting, regression analysis and multivariate statistics, to evaluate past and current financial performance, forecast trends, identify opportunities, anticipate risks and enable effective...

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,...

Location: ZA, GP, Johannesburg, 30 Baker Street To develop, apply and enhance specialist techniques and mathematical / statistical models, such as time series forecasting, regression analysis and multivariate statistics, to evaluate past and current financial performance, forecast trends, identify opportunities, anticipate risks and enable effective...

Reference: NFP -ASl-1 Are you a financial expert with a deep understanding of market risks, particularly in the areas of counter-party credit and derivative pricing? If you're passionate about analysing complex financial instruments and ensuring the stability of financial systems, we have an exciting opportunity for you! Duties & Responsibilities Key...

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...