Inet Krige, Frm Email & Phone Number

Johannesburg, Gp, Za

South Africa

Sandton

Sandton

Responsible for BASEL PD, LGD and EAD models. As well as impairment and IFRS9 models. Additional queries for Business form part of the day to day function.

Rosebank

• Portfolio lead for the Sovereign PD, LGD and Project Finance models • Redevelopment of the Country Risk model which included the following tasks: o Data collectiono Automation of taskso Univariate and trend analysiso Statistical analysiso Benchmarking and expert judgement adjustments of modelso Out-of-sample and Out-of-time testingo Model documentationo Effectively managing stakeholder expectationso Presentation of new model at Technical Committeeso Specification documentation for the implementation of models in the Credit Rating Systemo Training of Credit Analysts on new model• Communicate with the SARB on model related queries• Training of all relevant Credit Managers• Track and maintain overdue ratings in monthly usage reports• Assist with the update of system architecture to improve data quality for the Sovereign PD and LGD models• Automation of various ad hoc and daily tasks with the use of MSSQL and SAS• New project lead for the Project Finance PD and LGD models

Sandton

• Creation and analysis of billing files• Liaising with 3rd parties for collection strategies• Strategic planning for each month • Data analysis and MIS reporting• Trend analysis• System enhancements

Bachelor’S Degree, Econometrics And Quantitative Economics

Bachelor’S Degree, Financial Mathematics