at FirstRand Corporate Centre
Full TimePurpose:
This role is within FNB Retail Loans and supports the business 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.
Key responsibilities include:
Re-development and validation of credit provision, regulatory and economic capital models.
Supporting the Finance and Collections team with detailed analysis on key performance metrics
Reporting and monitoring of provision movements, along with required forecasting exercises.
Drive process optimisation and automation of team processes.
Stakeholder management across various areas within and outside of the Group and collaborate to set-up cohesive risk practices.
Lead a strong group of Senior Data Scientists, including their respective teams.
We can be a match if you:
Have strong knowledge of Retail credit and lending products and practices.
Deep domain knowledge of the credit value chain and technical understanding of the regulatory framework and best practice, as it relates to Capital and Impairment management and modelling.
Strong knowledge and experience in Consumer credit strategies.
Strong understanding of Data Analytics, as well as the business drives and needs
Qualifications and Experience
Minimum Qualification - Have a relevant Degree in Mathematical Sciences, Statistics, Engineering, Econometrics or Actuarial Science
Preferred Qualification - Honours Degree
Experience: A minimum of 5 - 8 years’ experience in a similar environment, of which 2 - 3 years ideally at management level
Deep domain knowledge and experience of Capital modelling, Impairment modelling, IFRS9, and Portfolio management preferred.
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Application Closing Date
13/09/24All appointments will be made in line with FirstRand Group’s Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.
