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Model Development Manager – Credit Risk, Africa Regions at Absa Group | JobVerse
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Model Development Manager – Credit Risk, Africa Regions
Absa Group
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Model Development Manager – Credit Risk, Africa Regions
South Africa
Full Time
1 hour ago
No H1B
Apply Now
Key skills
Python
SQL
Leadership
Communication
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
Apply Now
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