Actuarial Analytics Head

Actuarial Analytics Head page is loaded Actuarial Analytics Headlocations: Johannesburgtime type: Full timeposted on: Posted Todaytime left to apply: End Date: February 27, 2026 (7 days left to apply)job requisition id: R46567# Job Description To direct actuarial analytical team and activities of a department specific function or area e.g. supervision of actuarial students and clerical staff. Hello Future Head of Credit Risk Modelling Welcome to FNB, the home of the . We design for the shapeshifters and deliver products and services that make us incredibly proud of people that make it happen. Role Purpose: The Head of ECL & Basel III Model Development leads all IFRS 9 and Basel III/AIRB credit risk model development, including PD, LGD, EAD, staging, macroeconomic, downturn, and RWA models.The role ensures models are: Robust and methodologically sound Compliant with IFRS 9, Basel III and supervisory standards Properly governed, documented, and defensible Fit for business decision making, capital planning and reporting This role provides quantitative leadership, sets modelling standards, and drives consistency across all credit risk methodologies. Are you someone who can: Lead modelling strategy for IFRS 9 (ECL) and Basel III. Manage and develop a team of quantitative specialists. Drive innovation in model methods (ML, survival models, downturn techniques). Oversee IFRS 9 models (PD/LGD/EAD, staging, macro models, overlays). Oversee Basel AIRB models (TTC PD, downturn LGD, EAD/CCF, RWA framework). Ensure regulatory compliance (Basel III, PA, ICAAP). Present model insights to senior risk and capital committees. Lead data strategy, model systems, and governance controls. Manage model monitoring, recalibration, and remediation activities. You will be an ideal candidate if you have: Master's or PhD in Quantitative Finance, Statistics, Mathematics, Economics, Financial Engineering, or related fields. Certifications like FASSA, CFA, preferred. Expert in IFRS 9 and Basel III IRB/AIRB. Strong PD/LGD/EAD, RWA, and macro scenario modelling expertise. Proficient in Python, SAS, R, SQL. 10-15+ years in credit/capital modelling with leadership experience. Strong communication with executives, auditors, and regulators You will have access to: Opportunities to network and collaborate. Challenging working environment Opportunities to innovate. We can be a match if you are: Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough to Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it. Job Details # Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below. 27/02/26All appointments will be made in line with FirstRand Group's Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.Introduce yourself to our recruiters and we will get in touch if there's a role that seems like a good match.Should you have any queries, please log it via .