Job Description

Company Description
Standard Bank Group is a leading Africa-focused financial services group, and an innovative player on the global stage, that offers a variety of career-enhancing opportunities - plus the chance to work alongside some of the sector's most talented, motivated professionals. Our clients range from individuals, to businesses of all sizes, high net worth families and large multinational corporates and institutions. We're passionate about creating growth in Africa. Bringing true, meaningful value to our clients and the communities we serve and creating a real sense of purpose for you.

To ensure the optimal development, enhancement, deployment, maintenance and monitoring of credit risk models for regulatory capital within Personal Private Banking 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

• Completed Matric
• Degree in Actuarial Science; Mathematical Statistics; (Applied/Financial) Mathematics; Quantitative Risk Management; (Applied) Statistics.
• Master's Degree Mathematical Science

Experience

• 1-2 years
• Experience 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 capital models in retail banking or a retail lending environment. Understanding of the purpose and operation of capital models. Communication skills, in particular, communication of technical concepts to a non-technical audience

Additional Information
Behavioural Competencies:

• Adopting Practical Approaches
• Articulating Information
• Challenging Ideas
• Examining Information
• Exploring Possibilities

Technical Competencies

• Data Analysis
• Data Integrity
• Documenting
• Knowledge Classification
• Statistical & Mathematical Analysis

Skills Required