This role is within WesBank Retail and supports the purpose by measuring expected and unexpected risk inherent in the portfolio and building trust with stakeholders and regulators by ensuring that capital and provisions are correctly determined and set. The role also supports the business to identify the risk return drivers and influencing the setting of the budget and risk appetite.Are You Someone Who:
Has model development experience as well as, monitoring and optimisation of existing models.
Has a strong knowledge of IFRS 9 and experience in Impairment modelling or validation.
Understands how to work with big data and transform data to be suited for analytical insights.
Interested in the relation between capital & provisions and financial reporting.
Has strong technical skills with strong coding proficiency (preferably in SAS).
Hard working individual that can work well under pressure.
Able to translate business requirements into tangible, creative solutions with guidance.
