Audit Portfolio Manager: Model Risk
Communicate Recruitment
- Johannesburg, Gauteng
- R100,000-125,000 per year
- Permanent
- Full-time
- Bachelor's degree in Business Mathematics, Actuarial, Financial Engineering, Informatics, or Quantitative Risk Management
- 5-7 years' experience in model development, testing, or quantitative risk audit
- Proficiency in programming languages (SAS, SQL, R, VBA, PYTHON, MATLAB)
- Understanding of credit, operational, market, and liquidity risk models
- Assess model design, documentation, inputs, implementation, and governance
- Conduct audit fieldwork, document testing, and draft comprehensive reports
- Engage stakeholders, attend key risk committee meetings, and interact with regulatory authorities
- Stay abreast of industry developments and seek out best practices for continuous improvement
Job Mail