Manager : Capital & 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 high quality and effective impairment models within the PBB SA Capital and Impairment Model Development team. Managing Capital and Impairments Models team members (specialists) and engaging with Credit and Finance management to ensure : appropriate allocation and direction of resources; alignment to business priorities; monitoring and tracking of model performance; required governance of model changes; and adherence to accounting and Reserve Bank regulations.

Qualifications

• Completed Matric
• Honours Degree in Mathematical Sciences
• Actuarial Science; Computer / Data Science / Analytics; Mathematical Statistics; (Applied / Financial) Mathematics; Quantitative Risk Management; (Applied) Statistics.
• Masters Degree in Mathematical Sciences

Experience

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