Job title: IFRS9 Model Development Specialist
Job type: Permanent
Emp type: Full-time
Industry: Financial Services (Banking, Capital Markets, Insurance, Investment Management)
Expertise: Data, Research & Analytics
Salary type: Annual
Location: Johannesburg North
Job published: 2021-05-25
Job ID: 33141
Contact name: Sheila Mtakwa
Contact email: sheila@tsrecruitment.co.za

Job Description

Opportunity to work for a top investment bank in their quants team responsible for developing and implementing all the IFRS 9 models. 

Requirements:

  • 3 to 5 years of experience in a model development or validation environment required
  • A background in machine learning (python) is necessary
  • A full understanding of the IFRS 9 impairment requirements
  • Understand the synergies between IFRS 9 and stress testing models; and develop/enhance the stress test models.