Capitec Bank is a South African commercial bank. As of February 2017 the bank was the third largest in South Africa with 120,000 customer opening new accounts per month.
To simplify banking, we’ve developed an all-inclusive banking solution. Global One is the one solution that enables you to transact, save and access credit in realtime. We also believe in ...
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As a Model Risk Specialist at Capitec, you will play a key role in managing model risk across the bank by conducting technical reviews and validations of a wide range of models, including machine learning models, financial models, and predictive credit risk models. Your expertise will support improved model governance, ensuring all models align with regulatory requirements, internal standards, and best practices.
In addition to your technical work, you will collaborate closely with stakeholders across data science, credit risk, and finance teams, effectively communicating complex modelling concepts and driving solutions. Ideal candidates will have hands-on experience in end-to-end model development, combined with strong skills in Python, R, SQL, and Excel, as well as familiarity with machine learning tools such as TensorFlow or PyTorch.
Our ideal candidate has:
3+ years modeling experience within financial institutions
Degree in Data Science, Mathematics, Statistics, or Actuarial
Practical experience in end-to-end model development is a requirement.
Model review and validation experience.
Python/R experience and relation/Non-relational databases.
Familiarity with modern deep learning frameworks (Pytorch, Tensorflow)
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