Risk Measurement Models Analyst
Job Description
Ensure that PD (Probability of Default) and LGD (Loss Given Default) models are understood and provide inputs into model development and validation. Responsibility for providing Management with analytical solutions/monitoring packs and MI to manage portfolios effectively and within policy. Develop and apply data driven credit risk strategies within the Credit Risk team. Liaise, co-ordinate and provide required inputs and responses on impairments, forecasting, MI and analytics to support management decisions
Requirement(s)
Higher Diplomas: Business, Commerce and Management Studies. The individual must be a self starter and be able to diagnose and solve problems. The role will require working under very minimal supervision and the use of a great deal of initiative. The role requires the individual to be able to link data and trends and provide support in the formulation of realistic, achievable turnaround strategies
