Job Description

The IFRS 9 Model Provisions Production Specialist will oversee the production and management of Expected Credit Loss (ECL) provisions across seven African countries, ensuring compliance with IFRS 9 standards. The role requires deep expertise in SAS coding, data analysis, and credit risk modelling, with a focus on retail and commercial portfolios. The specialist will drive automation, enhance reporting, and provide technical and advisory support to in-country teams to mature ECL frameworks. Hello, Future Data Scientist III_ IFRS 9 Model Provisions Production Specialist Welcome to FNB, the home of the #changeables. We design for the shapeshifters and deliver products and services that make us incredibly proud of people that make it happen.As part of our talent team, you will be surrounded by unique talents, diverse minds, and an adaptable environment that lives up to the promise of staying curious. Now’s the time to imagine your potential in a team where experts come together and ignite effective change. Are you someone who can:Model Execution and Analysis: Execute monthly IFRS 9 model runs for ECL calculations across retail and commercial portfolios, Substantiate movements in model outputs, including Probability of Default (PD), Forward-Looking Information (FLI), Exposure at Default (EAD), Loss Given Default (LGD), and Significant Increase in Credit Risk (SICR) parameters, Analyse and explain coverage ratio movements across IFRS 9 stages (Stage 1, Stage 2, Stage 3) and assess and understand the impact of collections and arrears trends on IFRS 9 impairments.