Industry: Finance / Job Expires: 2021-09-30 16:00:00 / Location: Gauteng
Purpose:
Responsible for the building and maintenance of IFRS, Fair Value and Economic Capital models. Ensure that all models are aligned to IFRS and BASEL requirements. Ensure that all models are calibrated and approved by the Model Risk Committee in accordance with the requisite frequency. Provide senior management with monitoring reports that outline and detail model performance and stability. Work with internal and external auditors in review processes and address any issues found timeously and accurately. Ensure that model documentation is up to date and in line with minimum documentation standards. Manage and develop a small team of specialists.
Minimum Requirements:
Key Performance Areas:
To apply please send your cv to info@heitha.co.za. Only shortlisted candidates will be contacted. For more information please contact us on (012)443- 6459.
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