Investec – Where Out of the Ordinary Happens

At Investec, we do things differently. We're a leading international bank and wealth manager built on a culture of curiosity, entrepreneurial spirit and human connection. Ideas are heard, ambition is celebrated, and impact is encouraged. As part of a team that challenges convention and strives for outperformance, you'll help shape bold solutions for clients who expect something more than the ordinary.

Team Description

IFRS9 Modelling Team is responsible for the development and implementation of Credit Models that are used for IFRS9 Expected Loss Estimation for the Banking Book. The team is responsible for taking credit models through the full end-to-end process of model development: including taking models through the internal governance process for approval and implementing the models into a production environment.

Description of role and key responsibilities

· Development of PD, LGD, EAD Mode...