Senior Manager: Impairments

SUMMARY:
Responsible for the building and maintenance of IFRS, Fair Value and Economic Capital models. Ensure that all models are aligned to IFRS and BASEL requirements.

POSITION INFO:

Purpose:

• Responsible for the building and maintenance of IFRS, Fair Value and Economic Capital models. 
• Ensure that all models are aligned to IFRS and BASEL requirements. 
• Ensure that all models are calibrated and approved by the Model Risk Committee in accordance with the requisite frequency. 
• Provide monitoring reports that outline and detail model performance and stability. 
• Ensure that model documentation is up to date and in line with minimum documentation standards. 

Minimum Requirements:

• BSc / BCom (Hons) strong focus on Statistics, Actuarial, or Maths and applied Maths.
• 6 years’ experience in quantitative/statistical modelling in the financial sector with a strong data background.
• 7 years quantitative/statistical modelling experience in the financial sector; working knowledge of Financial and Impairment modelling and SQL/SAS automation.
• Great Analytical Skills & Corporate finance knowledge.
• Financial Modelling skills.
• Presentation & Report writing skills.
• MS Office, with Advanced EXCEL skills, SQL, SAS knowledge.
• Strong Analytical and Statistical skills.
• Strong programming and automation skills.
• Understanding of Financial Statements.

Key Performance Areas:

• Portfolio Modelling and Simulation
• Cash-Flow Forecasting
• Guiding strategy in key business imperatives
• Reporting, Attending and Presenting at Various Committees
• Data and Processes
• People management
• Stakeholder relations

To apply please send your cv to <--------Please upload your CV here--------. Only shortlisted candidates will be contacted. For more information please contact us on (012)443- 6459.

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