Model Development Manager :credit Risk- Africa Regions (aro)
Absa Group
Sandton, 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 methodologies, ensuring accuracy, explainability, and compliance with Group Model Risk Policy
Job Summary
Lead the development of PPB & BB credit risk models and methodologies, ensuring accuracy, explainability, and compliance with Group Model Risk Policy.
Deliver on time, first time submissions to validation with no overdue findings, and enable effective business adoption and monitoring across African Regions.
Provide technical leadership to a hybrid team and uplift market capability through targeted training and clear, executive ready communication.
Matching Summary
Lead the development of PPB & BB credit risk models and methodologies, 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 across 9 countries
Nice-to-have
African market experience
Executive level communication
Team leadership and coaching
Continuous capability uplift
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
Experience engaging with validators, auditors and regulators