Model Development Manager – Credit Risk, Africa Regions
Absa Group
full-time
Posted on:
Location Type: Hybrid
Location: Sandton • South Africa
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About the role
- Lead the development of PPB & BB credit risk models
- Ensure accuracy, explainability and compliance with Group Model Risk Policy
- Deliver on time, first time submissions to validation
- Provide technical leadership to a hybrid team
- Manage complex stakeholder environments
- Strengthening country capability through training
Requirements
- BSc (Honours) / Master’s in Statistics, Econometrics, Mathematics, Actuarial Science, Data Science, or related quantitative field
- 6–8+ years in credit risk model development (PPB & BB) including IFRS 9 components
- Proven track record of on time model approvals
- Experience engaging with validators, auditors and regulators
- Strong governance discipline
- Leadership of permanent and contingent teams
- Knowledge of SAS & Excel, SQL/Python beneficial
- Strong grounding in statistical/econometric methods
- Deep understanding of IFRS 9 and model risk policy
- Executive level communication
Benefits
- Health insurance
- Retirement plans
- Paid time off
- Flexible work arrangements
- Professional development
- Travel allowances
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
credit risk model developmentstatistical methodseconometric methodsIFRS 9model risk policydata sciencequantitative analysis
Soft Skills
technical leadershipstakeholder managementgovernance disciplinecommunicationtraining
Certifications
BSc (Honours)Master’s in StatisticsMaster’s in EconometricsMaster’s in MathematicsMaster’s in Actuarial ScienceMaster’s in Data Science