Analyst, Capital Impairment Model Development

To ensure the optimal development enhancement deployment maintenance and monitoring of credit risk models for regulatory capital within Personal Private Banking Capital and Impairment Model Development. Ensure models developed are of high quality and the required governance of model changes and accounting and Reserve Bank regulations are adhered to.

Qualifications :

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

Experience

Additional Information :

Behavioural Competencies :

Technical Competencies

Remote Work : No

Employment Type : Full-time

Key Skills

Python,C / C++,Fortran,R,Data Mining,Matlab,Data Modeling,Laboratory Techniques,MongoDB,SAS,Systems Analysis,Dancing

Experience : years

Vacancy : 1