Audit Portfolio Manager : Model Risk

Johannesburg, Gauteng, South Africa

Job Description


A well-established company is seeking to appoint an Audit Portfolio Manager: Model Risk.Qualification:

  • A Business Mathematics/Actuarial/Financial Engineering/Informatics/Quantitative Risk Management Degree with majors in Mathematics and Statistics is essential.
  • A post graduate degree would be advantageous.
Experience:
  • 5 - 7 years extensive experience in model development, testing and validation or Model/Quantitative risk Audit (preferably within the banking or similar financial services industry)
  • Ability to operate independently with minimal supervision
  • Knowledge of statistical, financial, risk and quantitative methods
  • Proficiency in programming software packages such as SAS, SQL, R, VBA, PYTHON and MATLAB.
  • Understanding of credit, operational, market and liquidity risk models as defined by Basel II & III will be advantageous
  • A comprehensive understanding of relevant financial services regulatory frameworks and compliance requirements as well as practical experience of these.
  • Knowledge relating to Corporate Investment Banking including Market Risk.
The following additional experience is preferred:
  • Extensive internal/external audit and / or risk management experience in banking
  • Actuarial and/or Market Risk experience.
Please note that if you have not received a response within 14 days of submitting your application that your application was unsuccessful.
However, please keep a lookout on our website, www.sixsense.co.za for available positions which may be inline with your career aspirations.

Six Sense Consulting

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Job Detail

  • Job Id
    JD1302824
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Johannesburg, Gauteng, South Africa
  • Education
    Not mentioned