Senior Specialist: Quantitative Analyst- VP
Absa Towers West, South Africa
ZAR 720K-900K (estimate) Senior-level Full Time
Tasks
- Coordinate with model validation credit finance audit stakeholders
- Develop PD LGD EAD models for Regulatory Capital and IFRS9
- Drive continuous improvement initiatives
- Ensure model development compliance with regulatory requirements
- Lead model calibration enhancement documentation
- Manage end to end model development lifecycle
- Manage model development delivery timelines priorities dependencies
- Manage model development risks and incidents
- Monitor industry trends for modelling methodologies and regulatory developments
- Provide mentorship and knowledge transfer to junior analysts
- Support performance talent management and succession planning
Perks/Benefits
- N/A
Skills/Tech-stack
Calibration | Credit Risk | Credit risk modeling | Data Analysis | Documentation | Exposure at Default | IFRS9 | Loss Given Default | Machine Learning | Model Governance | Model Validation | Probability of Default | Project Management | Regulatory Capital | Risk Management | Risk Modeling | Statistical modeling | Team leadership
Education
Bachelor of Commerce | Bachelor of Engineering | Bachelor of Science
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