Senior Analyst: PBB Capital and Impairment Model Development at Standard Bank Group

JOB DESCRIPTION

• To ensure the optimal development, enhancement, deployment, maintenance and monitoring of impairment models within PBB Capital and Impairment Model Development.
• Ensure models developed are of high quality and the required governance of model changes, and accounting and Reserve Bank regulations are adhered to.
• Have good understanding of modelling of Impairments under IFRS9 and Modelling of Capital under Basel.
• Successful candidates would be required to maintain and enhance existing models, as well as develop models for new products in the Business and Commercial Banking environment.

QUALIFICATIONS
Minimum Qualifications:

• Honours Degree in Mathematical Sciences/Statistic/Actual Science

Experience required:

• 3-4 Years' experience with data mining and retail credit risk modelling.
• Technical model development and implementation experience in the banking sector.
• Experience in building PD, LGD and EAD models end-to-end, through to implementation. Understanding of the use and impact of impairment models in retail banking or a retail lending environment.
• Good communication skills, in particular, communication of technical concepts to a non-technical audience
• Good understanding of modelling of Impairments under IFRS9 and Modelling of Capital under Basel.
• Successful incumbent would be required to maintain and enhance existing models, as well as develop models for new products in the BCC environment.
• A good understanding of SAS and data would be required. Knowledge of model building in Python would be an advantage.

ADDITIONAL INFORMATION
Behavioural Competencies

• Examining Information
• Adopting Practical Approaches
• Challenging Ideas
• Exploring Possibilities
• Upholding Standards

Technical Competencies

• Quant Skills- Ability to build, analyse and interpret quant models to determine potential risk exposure.
• Data Analysis-  Ability to analyse statistics and other data, interpret and evaluate results, and create reports and presentations for use by others.
• Data Integrity- Ability to ensure the accuracy and consistency of data for the duration that the data is stored as well as preventing unintentional alterations or loss of data.