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Pretoria: Credit Risk Modelling Specialist

Credit Risk Modelling Specialist

Posted on 2025-03-20

Salary Negotiable
Category Accounting Finance
Location Tshwane  /  Pretoria

Job Summary

Model Validation Manager Exciting Opportunity in Financial Services A leading financial institution is seeking a Model Validation Manager to oversee the independent review, governance, and validation of credit risk models, including pricing, IRB credit, and IFRS 9/impairment models . This strategic role ensures model accuracy, compliance, and effective implementation across the business. If you have expertise in credit risk modelling and a passion for risk management, we encourage you to apply. Key

Responsibilities:

Model Validation Independently review and validate key credit risk models. Governance & Compliance Establish and manage a robust model governance framework. Implementation Oversight Ensure models are correctly applied across the business. Validation Strategy Develop and execute a validation plan aligned with business risk. Stakeholder Engagement Promote risk management and ensure model adoption. Consulting & Research Provide expert insights and enhance model effectiveness. Technical Expertise Apply programming and financial risk knowledge in validation. Reporting & Compliance Ensure adherence to regulatory and market risk principles.

Requirements:

Education & Experience: Honours degree or equivalent in a relevant field. Technical Skills & Competencies: Advanced Microsoft Office skills. Strong programming and modelling expertise (any language). Proficiency in SAS programming . Solid financial services acumen . Knowledge of financial accounting and market risk principles . Additional

Requirements:

Flexibility for extended hours when needed. Willingness to travel as required. Take the next step in your career and be part of a team that drives excellence in risk management

Credit Risk Modelling Specialist position available in Tshwane, Pretoria. This job position was posted by . The job has been posted on 2025-03-20 in the Accounting Finance category

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