Michelle Hiestermann
Published
May 17, 2018
Location
JHB North, South Africa
Category
Other  
Job Type

Description

Unique position just in: IFRS9 Modelling Specialist required for leading financial institute

The role will involve:

  • Development and maintenance of Modelling of IFRS 9 PD, LGD, EAD, macro-economic components for Home Loans, Vehicle and Asset Finance and Current Accounts for business unit
  • Technical subject matter expert for business unit in respect of IFRS 9 modelling;
  • Maintain relationships with business and technical counterparts in Product Lines, Cluster and Group Risk to seek avenues to leverage existing modelling approaches/models
  • Responsible for development of Impairment Forecasting approach and model that leverages existing IFRS 9 impairment models
  • Responsible for ICAAP Stress Testing of capital and impairment parameters;
  • Technical Mentoring of junior staff that reports to a Manage

Requirements:

  • 5+ years’ experience required with at least 2 years of IFRS 9 modelling experience

Salary: R1mill p/a plus banking benefits and bonuses

Location: JHB North or JHB CBD. Contact: michelle@e-merge.co.

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