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
1-2 yearsExperience with data mining and retail credit risk modelling. Technical model development and implementation experience in the banking sector. Experience in building PD LGD and EAD models end-to-end through to implementation. Understanding of the use and impact of capital models in retail banking or a retail lending environment. Understanding of the purpose and operation of capital models. Communication skills in particular communication of technical concepts to a non-technical audienceAdditional Information :
Behavioural Competencies :
Adopting Practical ApproachesArticulating InformationChallenging IdeasExamining InformationExploring PossibilitiesTechnical Competencies
Data AnalysisData IntegrityDocumentingKnowledge ClassificationStatistical & Mathematical AnalysisRemote 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