Senior Specialist: Model Validation

 

Recruiter:

Kamo Placements

Job Ref:

JHB000794/MS

Date posted:

Monday, January 10, 2022

Location:

Centurion, South Africa

Salary:

0 Annually


SUMMARY:
Manages the independent review and validation of the models that mitigate the credit risk covering calculation pricing, credit assessment and impairments within company.

JOB DESCRIPTION:

JOB DESCRIPTION
  • Designs and manages the Governance process of the independent review and validation of company pricing, IRB credit and IFRS 9 / impairment models;
  • Manages the implementation of a robust model governance framework and contributes to the promotion of effective model development, implementation and use in the bank;
  • Manages the validation of the implementation and use of the company models across the business;
  • Develops, implements and executes an integrated model validation plan that takes into account business strategies and the related risks to enable delivery of business goals;
  • Manages stakeholders to project a positive image of risk management in the business and to enable alignment of business strategy and processes to model use and outputs. (Adoption of use of model throughout the bank);
  • Provides consulting services to the business on model related issues and conducts research;
 
 
JOB REQUIREMENTS
Preferred Minimum Education and Experience
  • Relevant 4 year tertiary qualification (B Com Hon or similar)
  • 7 plus years experience including
  • Credit model development and validation of risk and/or financial models
 
Critical Competencies
  • Advanced Microsoft Office
  • Programming essentials (any language)
  • SAS (programming language)
  • Business Acumen (financial Services)
  • Financial Accounting Principles
  • Market risk principles

 

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



 

 

 

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