In this role, you will get to:
- Be individually accountable for developing, analysing and documenting a range of IFRS9 provisioning models and/or capital models across the entire business
- Analyse large amounts of information to discover trends and patterns
- Continuously research and assess new processes for model development and enhancement
- Prepare monthly credit provisions and write-off reports in line with approved policy
- Engage with external service providers to ensure appropriate levels of best practice benchmarking and model review
- Propose solutions and strategies to business challenges and does ad-hoc analysis and present results
What you will need to succeed:
- Degree with Stats/Math/Applied Maths/Financial Risk Management/Data Science/Engineering or related disciplines
- Minimum 2 years’ experience developing provisioning models and/or quantitative analytics
Desired Skills:
- R – Programming
- SQL
- Credit Analysis
- Quantitative analyst
- IFRS9
- model development
Desired Work Experience:
- 5 to 10 years Investments, Insurance & Assurance
- 2 to 5 years Software Development