Job title: Senior Manager Impairments
Job type: Permanent
Emp type: Full-time
Industry: Financial Services (Banking, Capital Markets, Insurance, Investment Management)
Expertise: Data, Research & Analytics Risk
Salary type: Annual
Location: Johannesburg
Job published: 2021-09-30
Job ID: 33076
Contact name: Sheila Mtakwa
Contact email: sheila@tsrecruitment.co.za

Job Description

Great opportunity for a Senior Quant with impairments modelling experience to transition into a management role. 

Role Overview

Responsible for the building and maintenance of IFRS, Fair Value and Economic Capital models.

Ensure that all models are aligned to IFRS and BASEL requirements.

Ensure that all models are calibrated and approved by the Model Risk Committee in accordance with the requisite frequency.

Also, provide senior management with monitoring reports that outline and detail model performance and stability.

Work with internal and external auditors in review processes and address any issues found timeously and accurately.

Ensure that model documentation is up to date and in line with minimum documentation standards.

Manage and develop a small team of specialists

Qualifications

BSc / BCom (Hons) with a strong focus on Statistics, Actuarial, or Maths and Applied Maths.

5 - 7 years’ experience in quantitative/statistical modelling in the financial sector with a strong data background

Impairment modelling experience 

SQL/SAS