Analyst, Capital & Impairments Modelling
About this role
Company Description
Standard Bank Group is a leading Africa-focused financial services group, and an innovative player on the global stage, that offers a variety of career-enhancing opportunities – plus the chance to work alongside some of the sector’s most talented, motivated professionals. Our clients range from individuals, to businesses of all sizes, high net worth families and large multinational corporates and institutions. We’re passionate about creating growth in Africa. Bringing true, meaningful value to our clients and the communities we serve and creating a real sense of purpose for you.
Job Description
To ensure the optimal development, enhancement, deployment, maintenance and monitoring of credit risk models for regulatory capital within Personal & Private Banking Capital and Impairment Model Development.
Ensure models developed are of high quality and the required governance of model changes, and accounting and Reserve Bank regulations are adhered to.
Qualifications
- Completed Matric
- Honours Degree - Actuarial Science; Mathematical Statistics; (Applied/Financial) Mathematics; Quantitative Risk Management; (Applied) Statistics
Experience
- 1 - 2 years' Experience with data mining and retail credit risk modelling. Technical model development and implementation experience in the banking sector. Experience in building PD, LGD and EAD models end-to-end, through to implementation. Understanding of the use and impact of capital models in retail banking or a retail lending environment. Understanding of the purpose and operation of capital models. Communication skills, in particular, communication of technical concepts to a non-technical audience. SAS and IFRS 9 experience.
Behavioural Competencies
- Adopting Practical Approaches
- Articulating Information
- Challenging Ideas
- Examining Information
- Exploring Possibilities
Technical Competencies
- Data Analysis
- Data Integrity
- Documenting
- Knowledge Classification
- Statistical & Mathematical Analysis
Additional Information
Frequently Asked Questions
Is the salary disclosed for the Analyst, Capital & Impairments Modelling position at standardbankgroup?
Where is the Analyst, Capital & Impairments Modelling position at standardbankgroup located?
Is the Analyst, Capital & Impairments Modelling role at standardbankgroup full-time or part-time?
How do I apply for the Analyst, Capital & Impairments Modelling position at standardbankgroup?
When was the Analyst, Capital & Impairments Modelling job at standardbankgroup posted?
You'll be redirected to standardbankgroup's official application page on SmartRecruiters.