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Full-Time Opportunity: This is a permanent, full-time position with a competitive package and real career growth potential.
Job Description
- Have completed a bachelors degree (Honours preferrable) in one of the following disciplines: Statistics, Mathematics, Quantitative Risk Management, Engineering, Actuarial science, Data science or similar.
- Have up to 3 years of financial modelling, risk modelling and/or model validation experience within a banking context.
- Proficiency in programming languages that can include SAS, SQL, Excel, Python and R.
Experience with the following model types/usage advantageous:
- Group Treasury
- Credit risk regulatory capital and provisioning models
- Insurance
- Advanced Analytics
Responsibilities:
- Perform tasks that include model independent validation, reporting, presenting at governance committees, shaping of frameworks, researching methodologies, etc, that contribute to the management of model risk.
- Review and/or reperform model building process.
- Document and communicate ...