Experience

True North Partners
• United States
• Business Consulting and Services
• 1 - 100 Employee
• Consultant

  • Jan 2021 - Present


PwC South Africa

• South Africa
• Business Consulting and Services
• 700 & Above Employee

• Senior Manager: Actuarial, Risk and Quants

  • Mar 2019 - Jan 2021

  Working with senior management of leading financial institutions and regulators throughout South Africa and Africa. Managing credit related projects performed across valuations, modelling and working with a significant number of clients in their adoption of the IFRS 9 standard. Leading the IFRS9 modelling and impairment validation for large Banks in South Africa and Africa. Conducting a number of due diligence assessments of credit portfolios and their impairments across Africa. Working with senior management of leading financial institutions and regulators throughout South Africa and Africa. Managing credit related projects performed across valuations, modelling and working with a significant number of clients in their adoption of the IFRS 9 standard. Leading the IFRS9 modelling and impairment validation for large Banks in South Africa and Africa. Conducting a number of due diligence assessments of credit portfolios and their impairments across Africa.



Absa

• Banking
• 100 - 200 Employee

• Manager: Retail Model Development

  • May 2016 - Mar 2019

  Managing and leading a team of quantitative analysts that look after all models for different markets in Africa across multiple products (Personal Loans, Mortgages, Card, SME etc.) and includes application scorecards, behavioural scorecards, IAS 39 Impairment PD and LGD models, IFRS9 Impairment PD, LGD and EAD models. Part of the team that is building out pricing and profitability models for unsecured, secured and revolving loans across different markets. Managing and leading a team of quantitative analysts that look after all models for different markets in Africa across multiple products (Personal Loans, Mortgages, Card, SME etc.) and includes application scorecards, behavioural scorecards, IAS 39 Impairment PD and LGD models, IFRS9 Impairment PD, LGD and EAD models. Part of the team that is building out pricing and profitability models for unsecured, secured and revolving loans across different markets.



Nedbank

• South Africa
• Financial Services
• 700 & Above Employee

• Manger: Quantitative Analytics

  • May 2010 - May 2016

  To provide/facilitate data-driven and quantitative analysis that informs credit risk management strategies and processes across the credit life cycle (i.e. Origination, Account Management and Collections) and to manage team members that engage in the above analysis. Building profitability models, set risk and pricing of products

• Senior Quantitative Analyst

  • Jan 2009 - Apr 2010

  Develop mathematical and statistical models for risk quantification in accordance with relevant modelling methodology and guidelines and/or develop strategies for risk management in accordance with relevant guidelines. Rebuilding of five application scorecards.Building models to produce inputs for capital adequacy and impairments (EAD and LGD).

• Quantitative Analyst

  • Dec 2007 - Dec 2008

  Part of the team that created various business models, fraud scorecard, collections scorecard (self-cure model), Product management (take-up models)Extensive experience in Strategy Design Studio. Created business flows and programmed behavioural scorecards in SDS. Created automated Line Management program for corporate clients (Card).