Astron Energy South Africa (Pty) Ltd

Actuarial Analytics Head

Astron Energy South Africa (Pty) Ltd(4 days ago)

Johannesburg, South AfricaOnsiteFull TimeSenior$96,422 - $131,670 (estimated)
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About this role

The Head of Credit Risk Modelling at FNB leads the development of IFRS 9 and Basel III credit risk models, ensuring they are robust, compliant, and fit for decision-making purposes. The role involves setting modeling standards, driving innovation, and providing leadership to a team of quantitative specialists. It also includes engaging with senior committees, managing model governance, and maintaining regulatory compliance.

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Required Skills

  • Python
  • SAS
  • R
  • SQL
  • Modeling
  • Risk Management
  • Regulatory Compliance
  • Data Governance
  • Quantitative Analysis
  • Credit Risk
Astron Energy South Africa (Pty) Ltd

About Astron Energy South Africa (Pty) Ltd

co.za

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