+27 11 463 3633 info@e-merge.co.za
Michelle Hiestermann
    Published
    May 16, 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.

    Apply
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