Absa Group Limited (Absa) has forged a new way of getting things done, driven by bravery and passion, with the readiness to realise the possibilities on our continent and beyond.
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To provide specialist advice and support in the development and implementation of quantitative analytics, planning and associated service delivery processes, methods and techniques; enabling the provision of sound product development expertise.
Job Description
The Independent Validation Unit within Model Risk is looking to hire a Model Validation Analyst to conduct the validation of models focuses on identifying, mitigating and monitoring of key model risks. You will conduct validations on a diverse range of AGL models, produce validation reports, negotiate the findings & actions with internal & external stakeholders and influence the continuous improvement of model quality & use. These areas make use of a wide range of models (Regulatory Capital, Economic Capital, impairments, pricing, behavioural, application, stress-testing, valuation, derivatives, insurance risk, etc.) and cover products used across all of AGL’s business units. Opportunities to gain experience across validation teams and within the greater Model Risk team are possible and encouraged by management.
Risk Management: Providing Subject Matter Expertise to Risk types
Stakeholder Management: Build and Maintain effective Relationships with relevant stakeholders Risk Reporting: Identify, assess and Report key risks arising from significant events, investigations, audit and control issues
People Management: Develop a high performing Team
Risk and Control: Adherence to Policies, Procedures and Regulation
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