Manager - Model Development

Absa Bank Limited

Not specified (assumed to be hybrid or onsite based on industry norms).
Ifrs9 and basel model development
Credit risk model build
Sas model risk manager (mrm)
Absa Bank Limited is seeking a Manager for Model Development to oversee the development and enhancement of IFRS9 and Basel-related models in retail portfolios. The ideal candidate will possess strong quantitative skills, relevant experience in credit risk modeling, and the ability to effectively engage with stakeholders

Job Summary

  • Take responsibility of a technical functional area and manage the development and continuous enhancement of IFRS9 and Basel related models within Retail portfolios.
  • Engage with key stakeholders across the business, ensuring their objectives, concerns and priorities are reflected in the agreed solutions.
  • Ensure full governance processes are followed as documented in the Group Model Risk Policy (GMRP), from the inception of the model development through to the validation and sign-off.

Matching Summary

Match Score: 85

Absa Bank Limited is seeking a Manager for Model Development to oversee the development and enhancement of IFRS9 and Basel-related models in retail portfolios. The ideal candidate will possess strong quantitative skills, relevant experience in credit risk modeling, and the ability to effectively engage with stakeholders.

Skills & Requirements

Must-have

  • IFRS9 and Basel model development
  • credit risk model build
  • SAS Model Risk Manager (MRM)
  • stakeholder management and engagement
  • model validation and governance

Nice-to-have

  • leading technical role
  • provide general consultancy
  • high-performance culture
  • continuous self-development

Key Requirements

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

Work Rights

Not specified

Tailored Resume

Cover Letter