Home
Jobs
Saved
Resumes
Manager, Risk Measurement at Absa Group | JobVerse
JobVerse
Home
Jobs
Recruiters
Companies
Pricing
Blog
Jobs
/
Manager, Risk Measurement
Absa Group
Website
LinkedIn
Manager, Risk Measurement
South Africa
Full Time
1 hour ago
No Sponsorship
Apply Now
Key skills
Analytics
About this role
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
Apply Now
Home
Jobs
Saved
Resumes