Manager - Model Development

Take responsibility of a technical functional area. Manage the development and continuous enhancement of IFRS9 and Basel related models within Retail portfolios by playing a leading technical role in the entire credit risk model build, implementation, and governance lifecycle. Technical advisor to Model Development Analysts and modelers across the wider team.

• Engage with key stakeholders across the business, ensuring their objectives, concerns and priorities are reflected in the agreed solutions.
• Facilitate delivery of the stakeholders’ requests through emails, group meetings and one-on-one discussions in a timely fashion.
• Explain methodologies and analyses that will assist internal and external audit as well as the SARB PA and representatives with requests.
• Provide general consultancy within the cluster, including validation and challenge models.
• Ensure model developments and documentation adhere to the Model Development and Documentation Standard.
• Provide support to IVU, Internal and External Audit during reviews of developed models.
• Ensure successful and seamless implementation of vendor and in-house models by assisting the model implementation team.
• Lead by example, driving excellence.

• At least an honours degree in Statistics, Mathematics, Econometrics, Quantitative Finance, Actuarial Science, or Applied Mathematics/Data Science.
• 5 years or more of experience at a specialist level in a similar environment.
• Knowledge of impairment/regulatory capital modelling and proficiency in SAS highly advantageous.