Manager, Risk Measurement

Role Overview

• Own and oversee impairment analytics for the Home Loans portfolio
• Review collections performance, system impacts and key portfolio metrics to assess emerging risk, trends and structural shifts
• Monitor and explain monthly movements in IFRS 9 provisions, overlays and capital impacts
• Provide clear analysis and executive-level reporting on underlying drivers of portfolio performance and credit outcomes
• Support portfolio management through proactive identification of risks, opportunities and corrective actions
• Perform and review impairment and capital forecasts, including: Intra-month forecasting RAF, STP and MTP forecasts
• Play a key role in enterprise and business stress testing exercises
• Translate macroeconomic scenarios and stress outcomes into clear business implications for Home Loans
• Apply regulatory and accounting frameworks (IFRS 9 and internal risk standards) to inform business strategy and decision-making
• Initiate and drive portfolio analytics and insight to support strategic, pricing, acquisition and collections decisions
• Deliver deep data analysis, trend insights and high-quality reporting for both routine management and ad‑hoc executive requests
• Contribute to cross-portfolio or retail-wide initiatives where impairment, capital or portfolio expertise is required
• Provide effective first-line challenge and oversight of IFRS 9 models (PD, LGD, EAD, ECL)
• Identify, analyse and drive resolution of modelling, implementation and data issues
• Develop a deep understanding of source data, data flows and controls

Requirements

• Strong practical knowledge of IFRS 9, PD, LGD, EAD and ECL models
• Proven experience in portfolio credit risk monitoring, impairment analysis and forecasting
• Experience in model oversight, validation, performance monitoring or model governance
• Ability to engage and influence senior stakeholders across risk, finance and business teams
• Minimum of 5 years’ experience in credit risk, impairment, analytics or a related role within financial services
• SAS and/or advanced analytical tooling experience will be advantageous
• A tertiary qualification in Actuarial Science, Finance, Mathematics, Econometrics, Engineering, or Statistics
• An Honours or Master’s degree will be an advantage.

Benefits

• Equal opportunity employer
• Affirmative action employer
• Compliance with Employment Equity Act 55 of 1998