Manager - Model Development

Absa Bank Limited

Not specified
Ifrs9 and basel model development
Credit risk model build
Sas model risk manager (mrm)
Absa Bank Limited seeks a Manager for Model Development to lead the enhancement of IFRS9 and Basel-related models within Retail portfolios. The role involves stakeholder management, expert consultancy, model development, governance, and leadership, requiring a quantitative scientist with at least five years of relevant experience

Job Summary

  • Manage the development and continuous enhancement of IFRS9 and Basel related models within Retail portfolios by playing a leading technical role in the entire credit risk model build, implementation, and governance lifecycle.
  • Engage with key stakeholders across the business, ensuring their objectives, concerns and priorities are reflected in the agreed solutions.
  • Contribute to the development of a high-performance culture within the team, while maintaining integrity.

Matching Summary

Match Score: 85

Absa Bank Limited seeks a Manager for Model Development to lead the enhancement of IFRS9 and Basel-related models within Retail portfolios. The role involves stakeholder management, expert consultancy, model development, governance, and leadership, requiring a quantitative scientist with at least five years of relevant experience.

Skills & Requirements

Must-have

  • IFRS9 and Basel model development
  • credit risk model build
  • SAS Model Risk Manager (MRM)
  • quantitative analysis and modelling
  • stakeholder engagement and communication

Nice-to-have

  • industry trend analysis
  • team leadership and development
  • continuous self-development
  • proof of concepts for new software

Key Requirements

  • 5 years or more of specialist experience
  • Honours degree in quantitative discipline
  • Proficiency in SAS
  • Knowledge of impairment/regulatory capital modelling

Work Rights

Not specified

Tailored Resume

Cover Letter