Lead Credit Risk Model Development (PD/LGD/EAD)

Absa Group

Johannesburg, GautengFull Time$1,500–$900,000/yr3d agoActive listing

Job description

Absa Group is seeking an experienced Model Development Manager to lead the end-to-end development of PD, LGD and EAD models for Regulatory Capital and IFRS9 impairments. You will supervise project delivery, coordinate with validation, credit, finance and audit teams, and mentor junior staff. The role requires a strong quantitative background, 3–4 years in credit risk modelling and at least 2 years in team leadership, within a banking or consulting setting. J-18808-Ljbffr

Interested in this role?

Apply (via adzuna)

Salary Intelligence

$2k – $900k

Listed range

Market data coming soon for this role.

Listed range$2k – $900k

Based onMarket data coming soon

Skill match cannot be determined — the job description is incomplete. Check the company site for the full posting.

Job DNA

pattern

A deterministic fingerprint of this role, read from its description. No AI.

Technical

Leadership

Customer-facing

Coding

Architecture

Innovation

Operations

Pressure

Meetings

Remote-fit