Model Development Manager – Credit Risk, Africa Regions
South Africa
Full Time
1 hour ago
No H1B
Key skills
PythonSQLLeadershipCommunication
About this role
Role Overview
- Lead the development of PPB & BB credit risk models
- Ensure accuracy, explainability and compliance with Group Model Risk Policy
- Deliver on time, first time submissions to validation
- Provide technical leadership to a hybrid team
- Manage complex stakeholder environments
- Strengthening country capability through training
Requirements
- BSc (Honours) / Master’s in Statistics, Econometrics, Mathematics, Actuarial Science, Data Science, or related quantitative field
- 6–8+ years in credit risk model development (PPB & BB) including IFRS 9 components
- Proven track record of on time model approvals
- Experience engaging with validators, auditors and regulators
- Strong governance discipline
- Leadership of permanent and contingent teams
- Knowledge of SAS & Excel, SQL/Python beneficial
- Strong grounding in statistical/econometric methods
- Deep understanding of IFRS 9 and model risk policy
- Executive level communication
Tech Stack
- Python
- SQL
Benefits
- Health insurance
- Retirement plans
- Paid time off
- Flexible work arrangements
- Professional development
- Travel allowances