Specialist, Economical Capital at Standard Bank Group

JOB DESCRIPTION

• To model economic capital for selected portfolios across business units within the Bank, inclusive of reporting to business. The role includes technical elements relating to modelling and validation of economic capital in order to provide insight into whether the business is adequately capitalised and to provide the ability to manage the underlying portfolio.

QUALIFICATIONS

Minimum Qualifications

Type of Qualification: Post Graduate Degree

Field of Study: Mathematical Sciences

• Other Minimum Qualifications, Certifications or Professional Memberships: Certification in Risk Management (Professional Risk Management & Financial Risk Management), Quantitative Modelling would be a minimum requirement for this role.

Experience required

Minimum of 3-4 years experience in:

• Specialist experience in Credit Risk,
• Risk Management,
• Capital Management and Economic,
• Risk Model Development and
• Risk Model Validation.

ADDITIONAL INFORMATION

Behavioural Competencies

• Developing Expertise
• Documenting facts
• Exploring possibilities
• Examining Information
• Generating Ideas

Technical Competencies

• Economic Analysis
• Economical Capital Management
• Economic Research
• Statistical & Mathematical Analysis
• Effective Report Writing