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10-May-2024 |
23-Jan-2026 |
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| Permanent position in the Senior Management sector/job category. |
Minimum Education
Quantitative Honours Level Degree
Quantitative master’s Level Degree/MBA/CA (SA)/FRM/FASSA/AMASSA/TASSA
Minimum Experience
7-10 years quantitative/statistical modelling experience in the financial sector; working knowledge of Financial- and Impairment modelling and SQL/SAS/PowerBI/Matlab automation.
At least 3 years’ experience in a Senior Management role that included line management.
Consistent demonstration of clear and concise written and verbal communication skills
Demonstrated project management and organizational skills.
Capability to handle multiple projects at one time.
Sound knowledge of statistical and non-statistical modeling concepts such as scorecards for predicting risk behaviour, and non-scoring models used in underwriting strategies.
Cards business/risk management and concepts such as basic P&Ls, strategic plan and risk appetite framework and other industry best practices.
Ability to perform quantitative analysis and modelling for decision models, policy strategies, using a variety of techniques like linear/logistic regression, segmentation, decision tree, machine learning, time series and optimization.
Experience in a quantitative role in risk management at a financial institution with experience with experience in either model development or validation.
Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.
Technical Competencies
Analytical Skills Business acumen
Corporate finance knowledge Financial Modelling skills Presentation Skills
Problem solving Report writing skills.
Software: MS Office, with Advanced EXCEL skills, SQL, SAS, PowerBI, Matlab Stakeholder management – collaboration
Strong Analytical and Statistical skills
Strong programming and automation skills Understanding of Financial Statements
Communication skills
Project management skills
Attention to detail.
Strategic thinking
Deadline driven.
Understanding/Interpreting of financials
Behaviourial Competencies
Initiative and Passion
Methodical
Optimistic
Strives for Excellence
Best Practice
Structured
Consistency
Transparency
Fair and Firm
Self-motivated and detail oriented
Key Results Area
Portfolio Modelling and Simulation
Develop and maintain statistical models that quantify/simulate the following aspects of the portfolio: Expected transitions of new sales vintages into the respective collections environments monthly; Overall rundown of book with regards to Gross Advances; Expected size of Non-performing- and Write-Off portfolios at any point in time.
These models should be developed and set up in such a way as to allow for expected
risk emergence to be incorporated.
Conceptualise, build, and implement new Impairment, FV and ECap Models
Regulation
Scenario and Stress-testing
Forecasting
Understanding operational dependencies
Simulating scenario’s
Translating output into collections
Ensure models are documented and that documentation is in line with the minimum model documentation standards
Guiding strategy in key business imperatives
Focus on strategic direction and proactively provide the organisations/stakeholders with feedback/guidance that will assist overall decision making.
Where appropriate, assist Retail Ops/Finance in quantifying the expected sales mix.
Assist in modelling/unpacking/tracking various collections initiatives.
Conduct analysis with regards to yield leakages when required.
Impairments Reporting
Ensure reporting of impairments numbers within 5 days on month end.
Automate processes and reporting to ensure speed and accuracy.
Develop and deliver a pack that informs as to what the impairments number is and explains variances to budget.
Explain drivers of impairments number
Maintaining IFRS9 standards and methodology
Ensuring methodology is fair, representative, and accurate.
Monitoring key risk areas
New business impacts
Engaging with Finance for the required provisions levels
Communicating and engaging with internal and external Auditor’s on adequacy of provisions.
Influencing and reporting to business on areas of concern
Ad hoc
Provide business stakeholder with guidance based on advanced modelling, when required, to ensure initiatives are rolled-out and managed effectively.
Reporting, Attending and Presenting at Various Committees
Formulate and document findings/results in a timely, accurate and professional manner.
Formally present findings when needed.
Submit monthly constitution to the credit pack.
Customer
Create and maintain productive relationships with internal and external clients by providing advice and assistance.
Create understanding of the ‘real’ versus ‘perceived’ need through experience and expertise while complying with company polices legislation and regulations.
Keep the client informed about progress through written communication, telephone communications and/or face to face meetings
Always build a positive image by exceeding client expectations.
Treat internal and external customers always
Data and Processes
Create and maintain automated processes that:
Gathers relevant data.
Ensures data accuracy.
Applies financial forecasting models at an account level.
Aggregates the results.
generates reports , and
Distributes results to all relevant parties
Model Monitoring
Maintain oversight on the effectiveness and appropriateness of the models utilised across the Group.
Develop and maintain key metrics to be used when tracking the overall health of the models.
Provide monthly reports on the effectiveness and appropriateness of the models including recommendations for continued use.
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