Experience

FirstRand Corporate Centre

• South Africa
• Financial Services
• 700 & Above Employee

• Head of Group Credit Risk Management

  • Jan 2015 - Present



Absa Group

• South Africa
• Financial Services
• 700 & Above Employee

• Risk Management Head: Absa Mortgages

  • Oct 2011 - Dec 2014

  Portfolio Credit Risk Management for Home Loans and Private Bank. Team is responsible for the following: Credit Acquisitions Strategy, including: Risk Appetite, Credit Underwriting Process and Criteria and Affordability Assessment. Pricing and Profitability. Impairment Process and Forecasting. Collections Strategy, including Pre-Delinquent, Early Cycles, Late Cycles and Debt Counselling. Recoveries Strategy, including Litigation, Insolvency and Deceased. Portfolio Credit Performance. Committee Involvement Include: Retail Credit Risk Committee Portfolio Credit Risk Committee Portfolio Exco Retail Credit Technical Committee Credit Model Monitoring Committee Show less



FNB South Africa

• South Africa
• Banking
• 700 & Above Employee

• Head: Credit Analytics - FNB Commercial

  • Oct 2010 - Sep 2011

  Team is responsible for development and maintenance of Credit Risk Models used in SME Retail, SME Corporate and Specialised Lending, used in Credit Impairments and Capital (Regulatory, Basel II). Team is responsible for development and maintenance of Credit Risk Models used in SME Retail, SME Corporate and Specialised Lending, used in Credit Impairments and Capital (Regulatory, Basel II).



FirstRand Corporate Centre

• South Africa
• Financial Services
• 700 & Above Employee

• Manager: Credit Analytics (ERM: Group Credit Risk Management)

  • Dec 2007 - Oct 2010

  Management: Recruitment, training, performance measurement and management. Independent Validations: Responsible for independent validations of Basel II AIRB credit models (PD, LGD and EAD) used in regulatory capital across Retail, Commercial and Wholesale credit portfolios. Committees: Member of Group Credit Risk Management Committee, Retail and SME Credit Technical Committee, Wholesale Credit Technical Committee, Model Risk and Validation Committee. Regulatory Interaction: Facilitate SARB BSD Credit Technical On-Sites. Communicate significant rating system developments. Assist with co-ordination and review of self assessments. Other, e.g. assist with quantitative impact studies and common scenario stress testing. External Audit Interaction: Facilitate and co-ordinate long form audits of regulatory capital models. Technical Frameworks: Facilitate enhancement of the following technical frameworks: Model Building and Validation Frameworks; Independent Validation Frameworks, and Stress Testing Frameworks. Pillar One Stress Testing: Perform retail pillar-one stress testing and present results at the relevant SARB BSD Credit Technical On-Site. Pillar Two Stress Testing: Challenge approach and provide expert input into pillar two stress testing process. Risk Appetite: Assist with development of minimum requirements. Model Performance Monitoring: Initiate, collate and report model performance monitoring on a monthly basis. Model Inventories and Version Control: Develop and maintain inventory of all regulatory credit models. Monitor implementation of changes to rating systems. Other Areas of Involvement: Application scorecards, pricing models, behavioral scorecards and economic capital. Show less



FNB South Africa

• South Africa
• Banking
• 700 & Above Employee

• Actuarial Analyst

  • Jan 2006 - Nov 2007

  Credit Risk Modeling: Develop Basel II AIRB credit models (PD, LGD and EAD) for select retail portfolios. Provisions and Regulatory Capital: Implement retail credit models and run monthly provisions and regulatory capital calculations; including reporting of recent trends. Economic Capital: Assist with roll-out of economic capital to retail portfolios. Other Analytics: Develop attrition model to be used in retention campaigns. Credit Risk Modeling: Develop Basel II AIRB credit models (PD, LGD and EAD) for select retail portfolios. Provisions and Regulatory Capital: Implement retail credit models and run monthly provisions and regulatory capital calculations; including reporting of recent trends. Economic Capital: Assist with roll-out of economic capital to retail portfolios. Other Analytics: Develop attrition model to be used in retention campaigns.