Specialist, Stress Testing & Climate
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Job Location:
Johannesburg - South Africa
Monthly Salary:
Not Disclosed
Posted on:
22 hours ago
Vacancies:
1 Vacancy
Job Summary
To support Personal & Private Banking stress testing by conducting continuous assessments of the Banks earnings capital and liquidity resilience in times of stress. Research on current and emerging stress testing topics including climate risk. Develop embed review and maintain stress testing models. Provide leading insight and research into how climate risk can be integrated into credit risk measures and stress testing.
Qualifications :
- Completed Matric
- Post Graduate Degree Mathematical Sciences
Experience
- 5-7 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 impairment models in retail banking or a retail lending environment. Understanding of the purpose and operation of impairment models. Communication skills in particular communication of technical concepts to a non-technical audience. Understanding of key credit metrics such as non-performing loans credit loss ratios etc. Experience in using SAS Enterprise Guide and/or other coding languages.
Additional Information :
Behavioural Competencies
- Adopting Practical Approaches
- Articulating Information
- Challenging Ideas
- Developing Expertise
- Examining Information
Technical Competencies
- Data Compliance
- Data Quality
- Economic Research
- Financial Analysis
- Interpreting Financial Statements
Remote Work :
No
Employment Type :
Full-time
Key Skills
- Microsoft Access
- Stress Analysis
- FEA
- ASME Codes & Standards
- Mathcad
- CAD
- Airframe
- Assembly Experience
- Fabrication
- Maintenance
- Catia
- Aviation Experience
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
