Analyst Capital Impairment Model Development at Standard Bank Group

Job Description

• To ensure the optimal development, enhancement, deployment, maintenance and monitoring of credit risk models for impairment and 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
• Information Studies Degree
• Mathematical Science Degree

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

• Adopting Practical Approaches
• Articulating Information
• Challenging Ideas
• Checking Things
• Examining Information

Technical Competencies

• Data Analysis
• Data Integrity
• Documenting
• Knowledge Classification
• Statistical & Mathematical Analysis