Model Development Manager :credit Risk- Africa Regions (aro)
ABSA
Sandton, South Africa
Hybrid
Credit risk model development
Ppb & bb credit risk models
Ifrs 9 pd/lgd/ead
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.
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 (permanent + contingent), and uplift market capability through targeted training and clear, executive ready communication.
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
PPB & BB credit risk models
IFRS 9 PD/LGD/EAD
SAS & Excel proficiency
Model risk governance
Stakeholder management
Nice-to-have
African market experience
Executive level communication
Team leadership
Market capability uplift
Key Requirements
6-8+ years 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