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Absa Bank Limited (Absa) is a wholly owned subsidiary of Barclays Africa Group Limited. Absa offers personal and business banking, credit cards, corporate and investment banking, wealth and investment management as well as bancassurance.
Job Summary
To operate as a member of a Model Analytics Team with specific responsibility for: Specializing in post model development analytics, ongoing Performance Assessments (OPA), Annual Model Reviews (AMR), Risk Reporting, model risk management and Stress Testing.
Job Description
Key accountabilities:
General;
Model Analytics;
Risk Reporting and Stress testing;
Market Risk Analytics;
Counterparty Credit Risk;
Retail;
Foundational Risk & Reserves (FR&R);
Credit and Risk Rating Analytics (CRRA);
Wholesale Credit Stress Testing (WCST);
Education and experience required
Knowledge and skills
Competencies
Closing: 16 June 2022
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