Modelling Specialist

🗏Job Type

Full Time

About the Position

My client is looking for a Modelling Specialist - Regulatory Analytics to design, execute and deliver predictive models that ensure adequate bad debt provision and capital retention.

Developing, implementing, maintaining and refining bad debt predictive rating system models for the company's existing business portfolio.

Description
In order to be considered the following is required:

Honours degree in Actuarial Science, Mathematics or Stats
Master's in Business Maths, Informatics, Stats
3-6 years financial modelling experience in a banking environment
SAS
The incumbent ensures that models are developed within group and regulatory parameters and is expected to interpret and report on statistical trends.

Regulatory model building:

IFRS9
Capital models
Pricing Models
Stress testing
Desired Skills

IFRS9
Stress Test



Apply Here http://bit.ly/2G5KJHC

Job id : , #71380, 12 views,

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