Quantitative Analytics Manager (Credit Risk)

Developing, refining, and validating credit risk models for all product types (e.g., revolving facilities, amortising loans) across retail and wholesale portfoliosEnsuring regulatory compliance of above models with regards to IFRS 9 and BaselDevelopment of data cleaning, diagnostics, trend analysis, transformation, performance monitoring and back-testing tools to facilitate model development/validationParticipating in content discussions with stakeholders such as credit specialists, independent validators, and auditorsSupporting models throughout the model lifecycle, including governance and approval processesManaging and mentoring junior Credit Quantitative Analysts to ensure their effective upskilling and delivery of projects; including the reviewing of work performed by the teamPresenting at conferences and in webinarsContributing to the budgeting processTraining new employees
Johannesburg, GT, ZA