Analyst Model Risk Validation

Empowering Africa’s tomorrow, together…one story at a time. With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group. Job Summary As an Analyst within the team, the expectation will be to perform and review model validations in accordance with the model risk policy, take on a team/project lead role and be accountable for the delivery of work by junior members of the team. Within validation the incumbent will conduct validations on a diverse range of AGL models, produce validation reports, negotiate the findings & actions with internal and external stakeholders and influence the continuous improvement of model quality & use. These areas make use of a wide range of models (Regulatory Capital, Economic Capital, impairments, pricing, behavioural, application, stress-test...