Manager: Model Validation
- Employer
- Six Sense Consulting
- Location
- Boksburg Boksburg Ekurhuleni, South Africa
- Salary
- Competitive
- Closing date
- Feb 18, 2025
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Reference: JHB001197-AK-1A well-established financial services business is seeking to appoint a Manager: Model Validation. To manages the independent review and validation of the models that mitigate the credit risk covering calculation pricing, credit assessment and impairments within the organisation.
Minimum Education and Experience:
Relevant 4 year tertiary qualification (B Com Hon or similar)
Designs and manages the process of independent review and validation of the organisations mod Designs and manages the Governance process of the independent review and validation of organisation pricing, IRB credit and IFRS 9 / impairment models els
Manages the implementation of a robust model governance framework and contributes to the promotion of effective model development, implementation and use in the bank.
Develops, implements and executes an integrated model validation plan that takes into account business strategies and the related risks to enable delivery of business goals
Manages stakeholders to project a positive image of risk management in the business and to enable alignment of business strategy and processes to model use and outputs.
(Adoption of use of model throughout the bank)
Provides consulting services to the business on model related issues and conducts research
Critical Competencies
Advanced Microsoft Office
Programming essentials (any language) and modelling
SAS (programming language)
Business Acumen (financial Services)
Financial Accounting Principles
Market risk principles
Please note that if you have not received a response within 14 days of submitting your application that your application was unsuccessful. However, please keep a lookout on our website, www.sixsense.co.za for available positions which may be inline with your career aspirations.
Minimum Education and Experience:
Relevant 4 year tertiary qualification (B Com Hon or similar)
Designs and manages the process of independent review and validation of the organisations mod Designs and manages the Governance process of the independent review and validation of organisation pricing, IRB credit and IFRS 9 / impairment models els
Manages the implementation of a robust model governance framework and contributes to the promotion of effective model development, implementation and use in the bank.
Develops, implements and executes an integrated model validation plan that takes into account business strategies and the related risks to enable delivery of business goals
Manages stakeholders to project a positive image of risk management in the business and to enable alignment of business strategy and processes to model use and outputs.
(Adoption of use of model throughout the bank)
Provides consulting services to the business on model related issues and conducts research
Critical Competencies
Advanced Microsoft Office
Programming essentials (any language) and modelling
SAS (programming language)
Business Acumen (financial Services)
Financial Accounting Principles
Market risk principles
Please note that if you have not received a response within 14 days of submitting your application that your application was unsuccessful. However, please keep a lookout on our website, www.sixsense.co.za for available positions which may be inline with your career aspirations.
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