Quantitative Analytics Manager (Credit Risk)

 

Recruiter:

e-Volving

Job Ref:

MN_493928752637

Date posted:

Monday, May 9, 2022

Location:

Johannesburg, South Africa

Salary:

Cost To Company Incl Benefits, 650000 - 750000 Annually, Leave, Maternity, Bonus etc.


JOB SUMMARY:

Do you have a knack for Analytics and solutioning for client needs? Do you have strong SAS or SQL coding experience? Are you BORN to lead a TEAM?

THEN THIS MAY BE THE NEXT STEP FOR YOUR CAREER!



JOB DESCRIPTION:

  • Developing, refining, and validating credit risk models for all product types (e.g., revolving facilities, amortising loans) across retail and wholesale portfolios
  • Ensuring regulatory compliance of above models with regards to IFRS 9 and Basel
  • Development of data cleaning, diagnostics, trend analysis, transformation, performance monitoring and back-testing tools to facilitate model development/validation
  • Participating in content discussions with stakeholders such as credit specialists, independent validators, and auditors
  • Supporting models throughout the model lifecycle, including governance and approval processes
  • Managing and mentoring junior Credit Quantitative Analysts to ensure their effective upskilling and delivery of projects; including the reviewing of work performed by the team
  • Presenting at conferences and in webinars
  • Contributing to the budgeting process
  • Training new employees

 

NB! This job is now closed. You can apply for other jobs by uploading your CV.



 

 

 

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