Position Overview
Have completed a bachelors degree (Honours preferrable) in one of the following disciplines: Statistics, Mathematics, Quantitative Risk Management, Engineering, Actuarial science, Data science or similar. Have up to 3 years of financial modelling, risk modelling and/or model validation experience within a banking context. Proficiency in programming languages that can include SAS, SQL, Excel, Python and R. Experience with the following model types/usage advantageous: Group Treasury Credit risk regulatory capital and provisioning models Insurance Advanced Analytics Responsibilities: Perform tasks that include model independent validation, reporting, presenting at governance committees, shaping of frameworks, researching methodologies, etc, that contribute to the management of model risk. Review and/or reperform model building process. Document and communicate independent validation findings, corrective actions and advise on model appropriateness Apply risk proportionate approach to diffe...