Manager – Model Development
Absa Group
full-time
Posted on:
Location Type: Hybrid
Location: Johannesburg • South Africa
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About the role
- Take responsibility of a technical functional area
- Manage the development and continuous enhancement of IFRS9 and Basel related models within Retail portfolios
- Engage with key stakeholders across the business
- Stay abreast of industry trends
- Provide general consultancy within the cluster
- Obtain a theoretical understanding and gain experience in the practical application of model methodologies
- Ensure compliance with Absa Group Policies and Standards
- Contribute to the development of a high-performance culture within the team
Requirements
- At least an honours degree in Statistics, Mathematics, Econometrics, Quantitative Finance / Financial Engineering, Actuarial Science, Applied Mathematics / Data Science
- 5 years or more of experience at a specialist level in a similar environment
- Knowledge of impairment/ regulatory capital modelling
- Proficiency in SAS
Benefits
- Professional development opportunities
- Health insurance
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
SASimpairment modellingregulatory capital modellingmodel methodologiesquantitative financedata sciencestatistical analysismathematicseconometricsactuarial science
Soft Skills
stakeholder engagementconsultancyteam collaborationhigh-performance culturecommunicationorganizational skillsadaptabilityproblem-solvingleadershiptrend analysis
Certifications
honours degree