Job title : Business Segment : Personal & Private Banking
Job Location : Gauteng, Johannesburg
Deadline : November 27, 2025
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Job Description
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 MatricDegree in Actuarial Science; Mathematical Statistics; (Applied / Financial) Mathematics; Quantitative Risk Management; (Applied) Statistics.Master's Degree Mathematical ScienceExperience
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 AnalysisBanking jobs