Model Developer – IFRS9, PD/LGD & Scoring

Boardroom Appointments; Johannesburg; On-site; ZAR 600,000 - 840,000; Full time

Job summary

Boardroom Appointments seeks an experienced modeller to develop IFRS9 and regulatory capital models (PD, LGD, EAD) and refresh existing models. You will ensure data quality, governance, and effective communication of model impacts to stakeholders.

The role requires 3–5 years of experience, a relevant honours degree, and strong SAS skills. Based in Johannesburg, it offers a full-time on-site position with governance responsibilities and analytics collaboration.

Qualifications

• Bachelor Honours degree in Actuarial Science, Applied Mathematics, BMI Business Management & Informatics, Mathematics, or Statistics.

Responsibilities

• Develop and monitor IFRS9 and/or Regulatory Capital models (PD, LGD, EAD) and scorecards.
• Enhance and refresh existing models.
• Proficiency in SAS coding is essential.
• Update models for forecasted macro-economic factors and communicate impacts.
• Perform data testing and statistical analysis to ensure data quality.
• Support the model implementation team and answer technical questions.
• Ensure governance from inception to validation per Model Risk Policy.
• Engage stakeholders and present model updates and impacts.
• Analyze model changes and provide insights to business units.

Education

Actuarial Science

Applied Mathematics

BMI Business Management & Informatics

Mathematics

Statistics

Tools

SAS

Job description

Boardroom Appointments seeks an experienced modeller to develop IFRS9 and regulatory capital models (PD, LGD, EAD) and refresh existing models. You will ensure data quality, governance, and effective communication of model impacts to stakeholders.

The role requires 3–5 years of experience, a relevant honours degree, and strong SAS skills. Based in Johannesburg, it offers a full-time on-site position with governance responsibilities and analytics collaboration.