Who we are
Established in 1940, we are a national development finance institution set up to promote economic growth and industrial development. We are owned by the South African government under the supervision of the Economic Development Department.
Our vision
We aim to be the primary source of commercially sustainable industrial development and innovation...
Read more about this company
Post-graduate qualifications in a Quantitative discipline such as Mathematics, Statistics, Econometrics (Masters and/or Hons degree).
Professional certifications such as CFA, FRM, PRMIA-PRM, or equivalent are highly advantageous.
KNOWLEDGE AND EXPERIENCE:
8 - 10 years’ work experience in risk modelling or a similar role in a Financial Institution.
Excellent programming skills in SQL/SAS/Python and a thorough understanding and application of Microsoft suite of products (such as Excel etc.)
Knowledge and understanding of portfolio credit risk management.
Knowledge of Model building and interpretation to minimise risk and/or maximise development returns/revenue.
Exceptional leadership capabilities, with a proven track record of playing a leadership role in high-performing teams.
Strong stakeholder management skills, with the ability to influence and collaborate across all levels of the organisation.
Excellent communication and presentation skills, capable of translating complex risk findings into actionable insights.
Ability to anticipate and manage emerging risks in a dynamic financial landscape.
Integrity and ethical decision-making.
Roles and Responsibilities
Developing a range of quantitative Rating and Pricing models including, among others, Probability of Default (PD), Loss Given Default (LGD) and Exposure to Default (EAD).
Development of differentiated, superior solutions (solutions engineering) that meet stakeholder and business requirements.
Lead in the Validation of the performance of existing quantitative risk models and recommend changes.
Service and interact with internal and external stakeholders.
Participate in and influence Portfolio Reporting from a Quantitative perspective.
Provide training to end users on both model usage and comprehensive understanding
Management and maintenance of the IFRS 9 ECL model.
Champion the application of model innovation, research of new approaches and challenge existing methodologies.
Participate in preparing specifications, preparing for and executing testing, implementation, and documentation, data validation of models.
Develop an understanding of data and make recommendations to resolve data integrity issues.
Research into best practices regarding the development, maintenance, and use of statistical and behavioral scorecards.
Use understanding of regulatory framework (incl. Capital framework / Basel III/IV) to inform business strategy and decisions (capital allocation);
Monthly / Quarterly portfolio reporting to appropriate Executive Committees and Board Sub-Committees.
Gmail
Yahoomail