Analyst Model Risk Validation

Overview

Empowering Africa’s tomorrow, together…one story at a time. With over 100 years of history and positioned as a local bank with regional and international expertise, Absa offers opportunities for growth and impact across Africa.

Job Summary

As an Analyst within the validation team, you will perform and review model validations in accordance with the model risk policy, take on a team/project lead role, and be accountable for the delivery of work by junior team members. You will conduct validations on a diverse range of Absa Group Limited (AGL) models, produce validation reports, negotiate findings and actions with stakeholders, and contribute to continuous improvement of model quality and usage. Models may include Regulatory Capital, Economic Capital, impairments, pricing, behavioural, application, stress-testing, valuation, derivatives, insurance risk, and other products used across AGL’s business units. This role supports the development o...