Wholesale Model Validation Quant

Recruiter:

e-Volving

Job Ref:

MN_493915532026

Date posted:

Tuesday, June 21, 2022

Location:

Johannesburg, South Africa

Salary:

Cost To Company Incl Benefits, 700000 - 800000 Annually, Leave, Maternity, Bonus etc.

JOB SUMMARY:

Would you like to join one of the largest and leading financial institutions? Would you like to help your clients become more successful and in turn enriching the lives of your fellow South Africans? Then this could be the move you have been waiting for!

JOB DESCRIPTION:

You will be involved in the following:

Validating internal rating models across multiple portfolios for use in both capital (Basel/Regulatory and Economic/Internal) and impairment (IFRS 9) calculations
Contributing to the creation, documentation and refinement of methodologies and processes for model validation
Expressing mathematical concepts plainly and simply and to a wide variety of audiences

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

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