To support Personal & Private Banking stress testing by conducting continuous assessments of the Bank's earnings, capital and liquidity resilience in times of stress. Research on current and emerging stress testing topics, including climate risk. Develop, embed, review and maintain stress testing models. Provide leading insight and research into how climate risk can be integrated into credit risk measures and stress testing.
Qualifications
Completed Matric
Post Graduate Degree Mathematical Sciences
Experience
5-7 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 impairment models in retail banking or a retail lending environment. Understanding of the purpose and operation of impairment models. Communication skills, in particular, communication of technical concepts to a non-technical audience. Understanding of key credit metrics such as non-performing loans, credit loss ratios etc. Experience in using SAS Enterprise Guide and/or other coding languages.
Additional Information
Behavioural Competencies
Adopting Practical Approaches
Articulating Information
Challenging Ideas
Developing Expertise
Examining Information
Technical Competencies
Data Compliance
Data Quality
Economic Research
Financial Analysis
Interpreting Financial Statements
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