Analyst, Capital Impairment Model Development
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Job Location:
Johannesburg - South Africa
Monthly Salary:
Not Disclosed
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
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 years
- Experience 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 audience
Additional Information :
Behavioural Competencies:
- Adopting Practical Approaches
- Articulating Information
- Challenging Ideas
- Examining Information
- Exploring Possibilities
Technical Competencies
- Data Analysis
- Data Integrity
- Documenting
- Knowledge Classification
- Statistical & Mathematical Analysis
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
About Company
Standard Bank Group is a leading Africa-focused financial services group, and an innovative player on the global stage, that offers a variety of career-enhancing opportunities – plus the chance to work alongside some of the sector’s most talented, motivated professionals. Our clients ... View more
