Head Credit Optimisation

REQ : 147930 Thembi Mtshali

Location: Johannesburg

Division: Group Risk

Closing Date: 5 October 2026

To provide assurance on insight into and optimisation of bank-wide non-regulatory models credit reporting credit RWA SA-CCR risk data regulatory reporting processes and credit risk systems. Drive automation efficiency controls risk data governance data quality and RDARR compliance regulatory compliance and strategic change initiatives across the credit risk reporting and measurement landscape.

Provide assurance on credit RWA allocated across all products in the Group including adherence to regulations trend analysis and attribution.
Identify opportunities to improve credit RWA optimisation.
Leverage a deep understanding of credit risk regulations to optimise RWA resolve regulatory issues and ensure compliance with prudential requirements.
Interpret regulatory reforms and assess the impact on credit risk parameters processes results and reporting.
Provide oversight challenge and optimisation of regulatory capital frameworks including Basel III reforms SA-CCR large exposures and other prudential requirements.
Perform validation of material non-regulatory models across the bank including acquisition pricing AML operational risk fraud climate risk and economic forecasts.
Participate in expert groups technical forums and business review sessions in order to perform risk assurance of models developed across the Group.
Lead and coordinate the credit risk reporting and data management landscape including BA returns ICAAP CSST Pillar 3 Analyst Booklet reporting RDARR compliance risk data aggregation data governance data quality management and regulatory reporting controls.
Provide analysis challenge and insight into credit risk metrics portfolio trends capital drivers regulatory outcomes and emerging issues to support effective decision-making.
Investigate resolve and manage regulatory reporting data capital and system-related queries raised by business units regulators auditors and senior management.
Lead system enhancements business requirements testing implementation activities and production readiness assessments supporting regulatory risk data and reporting change initiatives.
Drive automation and efficiency initiatives to improve reporting processes risk data management workflow effectiveness and operational resilience.
Establish and oversee controls reconciliations and governance processes supporting credit risk measurement RDARR compliance risk data aggregation data quality and regulatory reporting.
Lead and manage change initiatives including planning tracking status reporting issue management stakeholder engagement and benefits realisation.
Communicate insights and team output to relevant committees / forums to facilitate improved measurement and management of risk.
Build manage and influence relationships with senior stakeholders across Group Risk Finance Technology Regulatory Reporting Internal Audit model development teams and business units.
Actively participate in credit committee and technical forums and provide effective challenge and well-supported recommendations.
Contribute to a high-performance team culture and continuous improvement via collaboration knowledge sharing mentoring sprint planning and retrospectives daily scrums and project participation.
Identify opportunities to add value across the Group Risk Analytics and Group Credit Risk functions.
Define and track delivery roadmaps action plans and remediation programmes supporting risk optimisation RDARR compliance and strategic objectives.
Drive continuous improvement in risk data systems reporting controls and operational processes through practical and sustainable solutions.
Stay abreast of developments in your field of expertise ensuring personal and professional growth.
Understand and embrace the Nedbank vision and values and lead by example.

Honours degree in mathematics/statistics/engineering with relevant experience

Relevant Post-graduate Quantitative qualification

7 years experience in credit RWA calculation and analysis capital management regulatory reporting Basel II/III/IV SA-CCR risk data management credit risk systems change delivery and stakeholder management.

Coaching and mentoring others
Building a community of leaders

Advanced knowledge of Basel II/III/IV capital regulations and credit risk frameworks.
Strong understanding of SA-CCR credit RWA methodologies regulatory reporting and prudential requirements.
Comprehensive knowledge of RDARR principles risk data aggregation data governance data lineage data quality management and regulatory reporting controls.
Credit risk reporting analytics and risk data management across regulatory management and external reporting requirements.
Business analysis requirements definition system implementation testing and change management.
Project management planning tracking and delivery governance.
Process automation operational efficiency and control framework design.
Advanced quantitative analytical and problem-solving capabilities.
Executive communication stakeholder engagement and committee presentation skills.