Stellenbosch: Validation Analyst (Financial Modelling)

This is your chance to join a forward-thinking bank that is passionate about making financial services simple, accessible, and personal. Their DNA is built on innovation, teamwork, and trust and they are committed to finding talented, motivated people who want to grow and make a difference. As a Model Validation Analyst , you will play a critical role in validating and building challenger models across credit risk, capital modelling, and IFRS 9 provisions. Your work will help ensure that models are robust, accurate, and compliant, enabling smarter business decisions and strong risk management. Whats In It For You?: A dynamic and collaborative work environment Opportunities to work on high-impact projects across multiple risk domains Exposure to cutting-edge modelling techniques and tools Career growth opportunities and skills development support Key Responsibilities: Conduct independent validations of financial and credit risk models, including pricing, capital modelling, and IFRS 9 provisions Build and implement challenger models to test model assumptions and performance Provide insight and recommendations to stakeholders to improve model quality and governance Collaborate with modelling and business teams to ensure compliance with regulatory and internal risk standards Job Experience and Skills Required: Education: Minimum: Degree in Mathematics, Statistics, or Actuarial Science Preferred: Honours Degree in Data Science, Statistics, Mathematics, or Actuarial Science Experience: 36 years experience in financial modelling, forecasting, stress testing, or IFRS 9 provisions Strong exposure to credit risk or capital modelling Proven ability to interpret and communicate complex results clearly Skills: Strong analytical and problem-solving abilities Proficiency in SQL, Python, R, or SAS Collaborative mindset with excellent stakeholder management skills High attention to detail and ability to manage multiple priorities Apply now! For more exciting Finance vacancies, please visit: