Model Development Analyst

Absa Bank Limited

Unknown, , South Africa
Not specified
Credit risk ifrs 9 ecl models
Regulatory capital models (pd, ead, lgd)
Retail portfolio model development
Absa Bank Limited is seeking an experienced Model Development Analyst to enhance credit risk models within a Retail portfolio, focusing on IFRS 9 ECL and Regulatory Capital models. The role involves stakeholder engagement, model development, and adherence to governance standards in a collaborative environment

Job Summary

  • Join a diverse team of dynamic model developers to develop and continuously enhance credit risk IFRS 9 ECL and Regulatory Capital models.
  • Conduct ad-hoc analyses targeted to solve business requirements and engage with various stakeholders within the bank.
  • Ensure full governance processes are followed from inception through validation and sign-off, and prepare monitoring packs for the Central Monitoring team.

Matching Summary

Match Score: 85

Absa Bank Limited is seeking an experienced Model Development Analyst to enhance credit risk models within a Retail portfolio, focusing on IFRS 9 ECL and Regulatory Capital models. The role involves stakeholder engagement, model development, and adherence to governance standards in a collaborative environment.

Skills & Requirements

Must-have

  • Credit risk IFRS 9 ECL models
  • Regulatory Capital models (PD, EAD, LGD)
  • Retail portfolio model development
  • Model build, implementation, and governance
  • Ad-hoc analyses for business requirements
  • Stakeholder engagement across the bank

Nice-to-have

  • Contribute to high-performance culture
  • Drive excellence and lead by example
  • Continuous self-development and growth

Key Requirements

  • Bachelor Honours Degree: Actuarial Science
  • Bachelor Honours Degree: BMI - Business Management and Informatics
  • Bachelor Honours Degree: Statistics

Work Rights

Not specified

Tailored Resume

Cover Letter