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