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Standard Bank Group is the largest African banking group by assets offering a full range of banking and related financial services. “Africa is our home, we drive her growth” Our vision is to be the leading financial services organisation in, for and across Africa, delivering exceptional client experiences and superior value. This sets the prim...
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JOB DESCRIPTION
The prime focus of the Calibration, Backtesting and Stress testing (CBS) team is to perform calibration of all the models used in the counterparty credit risk and country risk measurement of the Standard Bank Group trading activities across all asset classes. The team is also responsible for backtesting the adequacy of the models and parameters used at risk factor level and analysis of counterparty stress testing. The person will support the development, extension, implementation, and maintenance of quantitative models related to counterparty credit risk across all three areas, primarily in the CIB portfolio. Moreover the main modernisation and automation initiatives are housed in the CBS team.
QUALIFICATIONS
Minimum Qualifications:
Minimum Experience Required:
ADDITIONAL INFORMATION
Behavioural Competencies:
Technical Competencie:
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