Summary from listing
The role provides assurance, optimisation, governance, and change leadership across Nedbank’s credit risk reporting, regulatory capital, risk data, and related systems. It covers Basel and SA-CCR frameworks, non-regulatory model validation, data quality, reporting controls, system enhancements, automation, stakeholder engagement, and delivery of risk optimisation initiatives. The position requires an honours degree in mathematics, statistics, or engineering, a relevant post-graduate quantitative qualification is preferred, and at least seven years of experience in credit RWA, capital management, regulatory reporting, Basel frameworks, risk data, systems, change delivery, and stakeholder management.
