To analyse portfolios, develop and implement BASEL II Credit risk models for business units within the Nedbank Wealth Cluster. • Identify gaps within existing models.• Analysis of existing portfolios Identify gaps in business portfolios for which new models are needed.• Research, develop or find new solutions in respect of credit risk measurement.• Facilitate operational development of models with the help of the quantitative analyst teams, as well as IT.• Manage authorisation and sign-off process through consultation with stakeholders.• Influence changes in policies based on models.

Manager - Quantitative Analyst in Financial Risk Services (FRS) team which form part the Risk Advisory Services division of PricewaterhouseCoopers. Valuation specialist of financial instruments. Primarily involved in a wide range of audit support and consulting assignments, covering banking, asset management and corporate clients. The areas of focus include valuations of a wide range of complex and vanilla derivative instruments which includes the following:• BEE transaction valuations using Monte Carlo simulation• share options including share appreciation right schemes (SAR) & performance vesting restricted share schemes (PVRS)• various derivatives traded on the equity, commodity, currency, money and bond market desks at various banks • hedge effectiveness testing / hedge accounting• Other including convertible bond, preference shares, swaps, collars, embedded derivatives, financial guarantees

Develop new revenue and risk assessment modules monthly, Analyse all insurance risk for re-broking, Calculate experience rating on active business to determine whether current premiums are acceptable for the risk exposure, Assist with risk management of business by determining current profitability as well as forecasting future liabilities and profits, thus improving assessment and decision making

Collect client debt status/information, Chasing debt, Identify payment received, Constructing Payment of accounts, Invoice run.