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  • Posted: Aug 10, 2017
    Deadline: Not specified
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  • Barclays Africa Group Limited (Barclays Africa Group or the Group) is 50.1% owned by Barclays Bank PLC and is listed on the JSE Limited. The Group is one of Africa’s major financial services providers offering personal and business banking, credit cards, corporate and investment banking, wealth and investment management as well as bancassurance. We combine...
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    Model Development Analyst

    Job description

    Credit Risk Models for the Wholesale Portfolio as well as Operational Risk and Risk Aggregation Models for BAGL. This includes, but not limited to:

    • PD,LGD and EAD Models for Regulatory Capital
    • Economic Capital
    • IAS 39 and IFRS 9 Impairments
    • Macro-economic variable modelling
    • Stress-testing
    • Forecasting
    • Pricing
    • Integrated Planning

    Strong academic background:

    • BSc Honours Mathematics and Accountancy
    • BMI
    • BSc Honours Mathematical Statistics / Science
    • BSc Statistics
    • BSc Applied Mathematics
    • Actuaries
    • Model Development Analyst experience
    • Develop Credit Risk and Operational Models
    • Develop Market Risk models
    • Potentially develop challenger models for validation of Credit Risk and Operational Risk
    • Ability to build statistical model either using SAS (preferred) or Matlab
    • Ability to document the model developed in an unambiguous and concise manner

    Check how your CV aligns with this job

    Method of Application

    Interested and qualified? Go to Barclays Africa Group Limited on www.linkedin.com to apply

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