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 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

Skills Required