Model Development Manager :credit Risk- Africa Regions (aro)
Absa Bank Limited
South Africa
Hybrid
Credit risk model development
Ifrs 9 pd/lgd/ead
Sas & excel proficiency
Lead the development of PPB & BB credit risk models and the methodologies that underpin them, ensuring accuracy, explainability, and compliance with Group Model Risk Policy
Job Summary
Lead the development of PPB & BB credit risk models and the methodologies that underpin them, ensuring accuracy, explainability, and compliance with Group Model Risk Policy.
Provide technical leadership to a hybrid team (permanent + contingent), and uplift market capability through targeted training and clear, executive ready communication.
Operating across 10 businesses in 9 African countries, the role requires the ability to manage complex stakeholder environments.
Matching Summary
Lead the development of PPB & BB credit risk models and the methodologies that underpin them, ensuring accuracy, explainability, and compliance with Group Model Risk Policy.
Skills & Requirements
Must-have
Credit risk model development
IFRS 9 PD/LGD/EAD
SAS & Excel proficiency
Model risk governance
Stakeholder management
Nice-to-have
African market experience
Executive level communication
Team leadership skills
Continuous upliftment of modelling maturity
Key Requirements
6-8+ years in credit risk model development
BSc (Honours) / Master’s in quantitative field
Proven track record of on time model approvals
Leadership of permanent and contingent teams
Experience engaging with validators, auditors and regulators