Senior Quantitative Modeller – Credit Risk & IFRS9 Lead

Absa Bank seeks a Model Development Manager in Johannesburg. Candidates should possess 3-4 years of experience in credit risk model development and at least 2 years of management experience. The role involves overseeing the full model development lifecycle for PD, LGD, and EAD models for Regulatory Capital and IFRS9. Applicants should have strong analytical skills, experience managing teams, and a background in regulatory frameworks. A relevant bachelor's degree is required. J-18808-Ljbffr