Manager: Capital & Impairment Model Development

Job Overview
Business Segment: Personal & Private Banking
Location: ZA, GP, Johannesburg, Baker Street 30
To ensure the optimal development, enhancement, deployment, maintenance and monitoring of high quality and effective impairment models within the PBB SA Capital and Impairment Model Development team. Managing Capital and Impairments Models team members (specialists) and engaging with Credit and Finance management to ensure: appropriate allocation and direction of resources; alignment to business priorities; monitoring and tracking of model performance; required governance of model changes; and adherence to accounting and Reserve Bank regulations.
Qualifications Completed MatricHonours Degree in Mathematical SciencesActuarial Science; Computer/Data Science/Analytics; Mathematical Statistics; (Applied/Financial) Mathematics; Quantitative Risk Management; (Applied) Statistics.Masters Degree in Mathematical SciencesExperience 5 - 7 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. Understanding of the purpose and operation of impairment models. Strong communication skills, particularly in conveying technical concepts to a non-technical audience.
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