• Have completed a bachelors degree (Honours preferrable) in one of the following disciplines: Statistics, Mathematics, Quantitative Risk Management, Engineering, Actuarial science, Data science or similar.
• Have up to 3 years of financial modelling, risk modelling and/or model validation experience within a banking context.
• Proficiency in programming languages that can include SAS, SQL, Excel, Python and R.

Experience with the following model types/usage advantageous:

• Group Treasury
• Credit risk regulatory capital and provisioning models
• Insurance
• Advanced Analytics

Responsibilities:

• Perform tasks that include model independent validation, reporting, presenting at governance committees, shaping of frameworks, researching methodologies, etc, that contribute to the management of model risk.
• Review and/or reperform model building process.
• Document and communicate ...