Quantitative Analyst (Capital And Impairment Model Development)

Quantitative Analyst (Capital and 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 impairment models within PPB Capital and Impairment Model Development.Ensure models developed are of high quality and the required governance of model changes, and accounting and Reserve Bank regulations are adhered to. Qualifications Honours Degree in Mathematical Sciences
Experience Required 3-4 YearsExperience 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.
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