Model Development Analyst
Communicate Recruitment: Finance 3
Johannesburg, South Africa
3d ago
source : Executive Placements

Qualifications :

  • BSc : Applied Mathematics BCom Honours : Financial Engineering
  • Job description & Skills :

  • Refreshing SICR percentage Quarterly and proposed to calculate the SICR percentage for each product per market
  • Introduction of standard deviation was to reduce the volatility of the point in time SICR
  • Propose Mortgage Impairment LGD models
  • Refreshing Future credit loss discounting on quarterly basis
  • Updating EAD, LGD, Future credit loss discounting factor and High-risk model development documentations
  • Leading Credit Risk Technical Forum meeting
  • Attending impairment sessions thrice a month
  • Refreshing Behavioural scorecard to detect the HR accounts
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