Job Description: To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management and/or attainment of strategic objectives. Job Responsibilities: Implement R&D to ensure that Nedbank’s AMA modelling processes, tools and methodologies remain relevant and appropriate for consumption Engage various stakeholders (including senior management) on all matters pertaining to the AMA model Provide timeous and high-quality reporting to all our stakeholders including governance committees, senior management and regulators Ensure full compliance to the regulatory AMA certification requirements Ensure quality of all the AMA model components through engagement with 2nd and 3rd line of defence and processing of review outcomes thereof Implement RDARR / EDP requirements for the AMA model and BA 400 return Develop, implement all reporting related to AMA modelling with a focus on automation Job Requirements: Microsoft Office Advanced Diplomas/National 1st Degrees Familiarity with regulatory requirements related to operational risk. Bachelor's degree in Mathematical Statistics, Pure/Applied Mathematics, Actuarial Sciences or related field (Master's degree is a plus). Industry trends Principles of project management 3-5 years relevant experience in an analytical environment Relevant regulatory knowledge
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