Analyst, Capital Impairment Model Development - Johannesburg at Standard Bank Group

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
• Degree in Actuarial Science; Mathematical Statistics; (Applied/Financial) Mathematics; Quantitative Risk Management; (Applied) Statistics.
• Master's Degree Mathematical Science

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

Additional Information

Behavioural Competencies:

• Articulating Information
• Convincing People
• Developing Expertise
• Documenting Facts
• Establishing Rapport
• Examining Information
• Exploring Possibilities
• Following Procedures
• Interacting with People
• Interpreting Data
• Making Decisions
• Managing Tasks
• Producing Output
• Providing Insights
• Seizing Opportunities
• Showing Composure
• Taking Action
• Thinking Positively
• Understanding People
• Upholding Standards

Technical Competencies:

• Financial Acumen
• Financial Analysis
• Financial Industry Regulatory Framework
• Financial Planning
• Interpreting Financial Statements
• Legal Compliance