Job Description: 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. Job Requirements: The role requires a specialist with proven organisational capability and profound knowledge of the full dimensions of the field, gained from a track record of 5-7 years in Capital Management and Economic. This includes the calculation and reporting of Economic Capital and Earnings at Risk for dedicated portfolios within SA and international. 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. 3-4 years Specialist experience in Credit Risk, Risk Management, Risk Model Development and Risk Model Validation
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