Description
A Large Top 5 Bank in South Africa is in urgent need of an Credit Risk Modeler
Role is an urgent requirement needed in order to review, assess and enhance the banks wholesale credit risk models against IRB requirements.
Responsibilities/Background
- Development & maintenance of PD, LGD, EAD models
- Development & maintenance of Forecasting and Stress Testing models
- Working knowledge of IRB models and SAS (desirable)
Send cvs in Asap