Specialist, Economical Capital

Updated: May 12, 2024 04:27 AM GMT

Buscojobs Direct ZA

Johannesburg

Location: ZA, GP, Johannesburg, Baker Street 30

To model Economic Capital for selected Portfolios across Client Segments and Client Solutions within the Bank, inclusive of the actual reporting to Business and the technical elements relating to modelling and validation of Economic Capital, in order to provide insight into whether the Business is adequately capitalised and to provide the ability to manage the underlying portfolio such as to have a balanced portfolio from a risk adjusted point of view.

Qualifications

Minimum Qualifications Type of Qualification: First Degree

Field of Study: Mathematical Sciences

Other Minimum Qualifications, Certifications or Professional Memberships: Certification in Risk Management (Professional Risk Management & Financial Risk Management),Quantitative Modelling would be a minimum requirement for this role.

Experience Required Treasury Capital Management 3-4 years Specialist experience in Credit Risk, Risk Management, Risk Model Development and... More Detail