Audit Portfolio Manager : Model Risk
Johannesburg, Gauteng, South Africa
Job Description
A well-established company is seeking to appoint an Audit Portfolio Manager: Model Risk.Qualification:
- A Business Mathematics/Actuarial/Financial Engineering/Informatics/Quantitative Risk Management Degree with majors in Mathematics and Statistics is essential.
- A post graduate degree would be advantageous.
- 5 - 7 years extensive experience in model development, testing and validation or Model/Quantitative risk Audit (preferably within the banking or similar financial services industry)
- Ability to operate independently with minimal supervision
- Knowledge of statistical, financial, risk and quantitative methods
- Proficiency in programming software packages such as SAS, SQL, R, VBA, PYTHON and MATLAB.
- Understanding of credit, operational, market and liquidity risk models as defined by Basel II & III will be advantageous
- A comprehensive understanding of relevant financial services regulatory frameworks and compliance requirements as well as practical experience of these.
- Knowledge relating to Corporate Investment Banking including Market Risk.
- Extensive internal/external audit and / or risk management experience in banking
- Actuarial and/or Market Risk experience.
However, please keep a lookout on our website, www.sixsense.co.za for available positions which may be inline with your career aspirations.
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Job Detail
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Job IdJD1302824
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationJohannesburg, Gauteng, South Africa
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EducationNot mentioned