Quantitative Analyst: Retail Model Validation

About

Description

The validation of the models used for the calculation of regulatory and economic capital as well as credit impairments and the rating processes This is to contribute to the goal of best practice models in line with regulations and accounting standards (where applicable) in order to facilitate world class risk management.

Responsibilities

• Conduct quantitative and qualitative validation of credit risk models and data
• Validate models used for regulatory and economic capital, IFRS 9 impairments, and rating processes
• Assist in building and refining credit risk models for business clusters
• Serve as a technical expert, providing input and constructive feedback on model improvement
• Stay updated on emerging regulatory requirements and modeling techniques
• Conduct research into best practices for model development and validation
• Independently develop alternate Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models

Qualifications

• Advanced Diplomas/National 1st Degrees
• Honours degree in Statistics/Mathematics/Econometrics/Finance/Actuarial Science or related quantitative discipline

Application instructions:

• To apply simply, click on the apply button