Analyst, Capital & Impairments Modelling Job at Standard Bank Group

Job Description

• To ensure the optimal development, enhancement, deployment, maintenance and monitoring of credit risk models for 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
• Honours Degree - Actuarial Science; Mathematical Statistics; (Applied/Financial) Mathematics; Quantitative Risk Management; (Applied) Statistics

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. SAS and IFRS 9 experience. 

Behavioural Competencies

• Adopting Practical Approaches
• Articulating Information
• Challenging Ideas
• Examining Information
• Exploring Possibilities

Technical Competencies

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