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With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.

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Job Summary

•The purpose of this role is to lead the development of advanced portfolio analytics to optimise the bank`s credit and enterprise risk exposures in alignment with its strategic, financial and risk objectives. A core focus of the role is on delivering automated, data proven optimisation frameworks that enhance exposure steering across bank portfolios for appropriate capital deployment. Advanced analytics will be pivotal to directly support risk appetite setting and calibration by enabling dynamic limit setting, early warning detection and threshold monitoring. These analytical capabilities will underpin scenario design and stress testing by generating forward looking scenarios simulations to assess impact analysis and portfolio resilience under adverse conditions. The role thus ensures that portfolio optimisation analytics, risk appetite and stress testing are strategically integrated through scalable, automated analytics ecosystem that supports regulatory compliance and strategic risk management decisions.


Mandatory Risk and Control objective: Ensure all activities and duties are carried out in full compliance with regulatory requirements, Enterprise-Wide Risk Management Framework, Internal Absa Policies and Policy Standards, Stress Testing Framework and Risk Appetite Framework. Understand and manage risks and risk events (incidents) relevant to the role.

Job Description

Portfolio Analytics & Automation

• Design and implement advanced portfolio analytics to evaluate performance concentration, risk return trade offs and forward looking exposure profiles across credit and enterprise risk portfolios.

• Develop optimization models using appropriate simulations and scenario analysis to guide capital allocation and strategic rebalancing decisions.

• Automate end to end analytics workflows including data ingestion, risk metric calculation, dashboarding and model execution to ensure new skills are developed within the  risk team for future fit business requirements

• Create real time monitoring tools and dashboards for portfolio KPIs , risk appetite thresholds and early warning indicators

• Embed/adopt optimization models  and limit setting decisions to improve risk adjusted returns and capital efficiency

• Support integration of appropriate data sets to improve risk signal detection and credit dynamic strategy refinement and alignment

• Support credit Risk adjusted performance measures such as RORC, ECL, Loss rate, PD/LGD segmentation

Stress Testing and Capital Buffer split

• Lead the design and execution of the regulatory and group stress testing process across the enterprise across market, credit and liquidity risk dimensions.

• Develop automated, flexible stress testing infrastructure of running multiple macroeconomic and bespoke scenarios.

• Align stress testing models with portfolio analytics to enable scenario based capital steering , business planning and risk mitigation strategies

• Ensure stress testing outputs feed directly into risk appetite calibration and are used to assess the effectiveness of the portfolio optimization strategies under stressed scenarios.

• Maintain robust documentation, governance and auditability standards in line with regulatory expectations and internal model risk management policies

• Participate in model developments, significant change processes where new models being implemented.

Risk Appetite & Integrated Planning

• Develop and monitor high level risk appetite statements into quantitative metrics and actionable limits at the portfolio , business line and risk type levels

• Integrate risk appetite thresholds and tolerances into optimization and monitoring tools to ensure business decisions remain within risk boundaries

• Use portfolio analytics and stress testing insights to inform regular review and recalibration of the Risk appetite framework

• Support appropriate reporting including on risk appetite adherence , limit breaches and emerging risk themes.

Stakeholder Engagement & Leadership :

• Act as a trusted advisor to senior leadership providing clear and actionable insights on risk return trade offs, optimization strategies and stress testing impacts

• Collaborate with cross functional teams for alignment on analytics for timely decision making  for effective realignment of enterprise portfolios

• Prepare clear impactful presentations and reports for committees/ senior management /regulators to drive stakeholder engagement positively

• Foster a culture of collaboration and knowledge sharing for the Risk appetite and Integrated Planning

Role/Person Specification

Preferred Education:

• Minimum bachelor’s degree in Statistics, Mathematics, Risk Management, Econometrics, Economics or Accounting

• Minimum 5 years relevance experience or equivalent of 8 years bank related experience

Preferred Experience:

• At least 5 years of Risk related experience.

• Enhanced Data Analytical skills

• A broad knowledge gained in the Risk/Treasury/Finance team of a Bank.

• Very good understanding of inherent risks and mitigant for the Bank from a Basel regulations, capital management and risk appetite frameworks.

• Good understanding of current and future regulatory environment and ability to translate into requirements for risk frameworks and individual businesses.

• Proven leadership, communication and stakeholder management skills

Knowledge & Skills:

• Deep expertise in portfolio analytic, enhanced credit risk insights and capital optimisation

• Expert knowledge in model built and data analytics

• Ability to manage a relationship with staff at all levels and to agree the recommendations with senior management.

• Very good understanding of macro-economics

• Very good understanding of reputational risk and its impacts

• Good understanding of operational and compliance risks

Technical Competencies:

• Very good command of various applications and data visualisation tools

• Able to work under pressure, prioritize tasks and meet deadlines in time-critical environments.

• Analytical mind, capable of collecting and assessing multiple risk information from diverse source

• Good presentation and communication skills both written and oral

• Ability to learn and research

Education

Higher Diplomas: Business, Commerce and Management Studies (Required)