Experience

True North Partners LLP

• Consultant

  • Feb 2018 - Present

  Relevant experience includes:Review of retail and wholesale IFRS 9 methodologies. This included conceptual review and re-performance of IFRS 9 methodologies ranging from Staging, PDs, LGDs and EADs, as well as the final formulation of Expected credit loss. Recalibration of an IFRS 9 LGD model for a private bank portfolio. Assisted in the detailing of an IFRS 9 validation framework for wholesale and retail portfolios



KPMG South Africa

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

• Manager

  • Feb 2016 - Jan 2018

  Financial Risk Management, Risk and Capital team. Relevant experience includes:Paper-based reviews to assess the alignment of the client methodologies to the IFRS 9 standard.Development of an expert driven loss rate model for a low default portfolio. Consultant on impairment audits that spanned across retail portfolios within South African banks and entailed: assessing data quality; assessing the technical correctness and IAS compliance of modelling assumptions and modelling methodology; applying an independent IAS-compliant model to assess accuracy of provisions raised; and stakeholder management from start to end.



FNB South Africa

• South Africa
• Banking
• 700 & Above Employee

• Quantitative Analyst

  • Aug 2013 - Feb 2016

  Relevant experience includes:Development, monitoring and validation of SME Corporate AIRB compliant credit risk models. These include PD, EAD and LGD models.Review of RWA calculations as part of the regulatory monthly reporting process



Absa

• Banking
• 100 - 200 Employee

• Corporate Modeller

  • Jan 2012 - Aug 2013

• Risk Analyst

  • Jan 2010 - Dec 2011