Provisioning Model Developer
| Location | Johannesburg Central, South Africa |
| Date Posted | July 24, 2022 |
| Category |
IT / Information Technology
|
| Job Type |
Full-time
|
| Currency | ZAR |
Description
This is a leading bank with a global footprint and which is known for being innovating in the ever changing market. They believe in rewarding employees for outstanding contributions and providing career support to enable continuous growth opportunities.
You will form part of the team responsible for the calculations of impairment and capital models such as PD, LGD and EAD models and using IFRS9 standards. This opportunity will give you more insight into the consultancy business. You have the chance to make a difference by providing assistance to clients in terms of credit models.
Education:
- Honours degree in a statistical or mathematical field
Job Experience & Skills Required:
- 10+ years credit risk model development experience.
- Economic capital model development
- Model development experience in impairment models including PD, LGD, EAD and IFRS9 model building experience.
- Experience with SAS