Elizma Engelbrecht Email & Phone Number

Brisbane, Queensland, Australia

Queensland Treasury Corporation is Queensland’s central financing authority providing financial resources and other advisory services to the state. The role reports into the CRO function supporting Client and Market Credit Risk.- Detailed financial statement analysis to support credit reviews, client borrowing applications as well as other business as usual client related advice.- Internal client credit reviews, borrowing assessments and recommendations for large enterprises including government-owned corporations, local governments as well as universities. This includes establishing lending covenants, regular credit limit review and regular monitoring of clients.- Quantitative analysis and recommendations on market counterparties.- Supporting insights, analytics and monitoring.- Supporting client and market credit risk framework which entails scoping of the risk taxonomy as well as required risk and controls.- Stakeholder engagement across various internal divisions, and external clients such as Queensland Treasury, government-owned corporations and local government. - Mentoring of team members.

Sydney, New South Wales, Australia

Employed in Financial Services to support credit risk projects including revisions to the capital framework for banks.- Peer analysis of impacts due to adoption of revisions to the capital framework (APS 112 and APS 113).- Supported compilation of proposal decks for client discussions.

South Africa & Australia

True North Partners is a global management consultancy specialising in Finance, Risk and Strategy. The consultancy operates across Europe and Africa, providing services to large financial institutions. Supported big four retail and business banks:- Engagement manager and delivery lead on a regulatory capital (AIRB) and provisions (IFRS9) process optimisation project for a large business bank with significant savings to the portfolio.- Advisory and part of the delivery team on a Basel III reforms (AIRB and SA) scoping and deployment project for a large business bank resulting in a fully implementable solution to achieve regulatory compliance and internal requirements.- Lead coordinator in pursuit of business and model owner approval for a suite of redeveloped regulatory capital (AIRB approach) and provisions (IFRS9) models across 9 retail lending products.- Consulted to a large business bank’s central regulatory capital and provisions model development team on various provisioning related model support. The focus was on successful completion of a regulatory capital (AIRB) through-the-cycle probability of default model calibration which in turn feeds the provisioning (IFRS9) process.- Developed and hosted regulatory capital training for a large retail and business bank’s central modelling teams.

Johannesburg Area, South Africa

First National Bank is a market leader and one of the largest banks in South Africa. The role entailed ownership of end-to-end client value management for the portfolio, with focus on sales related efforts and supervision of five direct reports. The team’s directive was to improve client reach with measurable uplift on sales and profits for the business. A key objective was to align the direct marketing strategy to the business’ credit risk appetite, which was achieved by developing and using existing credit decisioning tools to inform underlying assumptions influencing selection criteria.

Johannesburg Area, South Africa

ABSA is one of the big four banks in South Africa - Barclays UK was a majority shareholder at the time. The role entailed providing dedicated support to a subsidiary for their credit card, store card and personal loans acquisitions and account management teams. The scope was to cater for the portfolio’s predictive modelling and other related quantitative analytical requirements. I supervised a small compliment of offshore analysts supporting the role.

Johannesburg

The role entailed oversight and management of the risk-based pricing, profitability, and credit allocation strategies for an unsecured portfolio. Initiatives resulted in improved client on-boarding and competitive offers to market which allowed for market share growth in the lower risk segment. A team of analysts reported directly into the role for support.

Johannesburg

The role supported the credit risk function for an unsecured portfolio. Key areas of support included acquisition risk modelling and calibrations, capital modelling calibrations and annual validation processes, automated credit decisioning implementation supported by seconded resources, front-end user system specification input and testing as well as management report creation.

Johannesburg

Bcom(Hons), Investment Management

CFA Program Partner

Bcom, Investment Management

CFA Program Partner

Matric Certificate