Audit Portfolio Manager: Models
Johannesburg, Gauteng, South Africa
Job Description
A well-established company is seeking to appoint an Audit Portfolio Manager: ModelsQualification:
- 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.
- 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.
- Extensive internal/external audit and / or risk management experience in banking
- Actuarial and/or Market Risk experience
However, please keep a lookout on our website, www.sixsense.co.za for available positions which may be inline with your career aspirations.
Beware of fraud agents! do not pay money to get a job
MNCJobs.co.za will not be responsible for any payment made to a third-party. All Terms of Use are applicable.
Related Jobs
Job Detail
-
Job IdJD1303541
-
IndustryNot mentioned
-
Total Positions1
-
Job Type:Full Time
-
Salary:Not mentioned
-
Employment StatusPermanent
-
Job LocationJohannesburg, Gauteng, South Africa
-
EducationNot mentioned