Jan-Harm Pretorius Email & Phone Number

City Of Johannesburg, Gauteng, South Africa

Responsible for the advancement of scored credit across the FNB Commercial portfolios. Portfolios include Commercial Property Finance, Specialised Financial Solutions, Agric and SME Unsecured Credit. Manage a team of about 35 analysts and 4 heads as well as a small Scored Judgmental Credit team. Provide strategic business input into IFRS9 and Capital modelling processes. Advise on usage of origination scorecards and risk appetite and credit policy setting.

I joined the team during Lockdown and quickly adapted to building strong business relationships in a remote environment. Leading a team of 19 analysts, split between Credit Appetite and Portfolio Management, Customer Value Management, Modelling and Innovation and Capital and Provisioning Analytics, we were responsible for the overall credit performance of the Overdraft, Business Loans and Credit Card portfolio in the SME customer segment.Key projects:• Design strategies to re-enter the credit market after Scored credit was completely switched off in March 2020 and the existing scorecards significantly under-estimated risk. The credit portfolio had to be reconstructed in a controlled manner in a very uncertain and volatile economic environment.• Covid 19 Loan Guarantee Scheme credit risk appetite setting• July 2021 Social Unrest relief measures• Design and develop data products to assist credit and CVM decision making• Implementation of credit models and data products on platform• CVM analytics for both credit and transact productso Extending CVM analytics into the Rest of Africa portfolio (new initiative)• Develop dynamic and in-depth reporting to improve overall portfolio management and allow for quick strategic business decisions• Provide strategic advice and assistance to the Commercial Rest of Africa Credit teamI thoroughly enjoy chairing the TxP Credit Committee and I also represent TxP Core Lend on various Excos.

Johannesburg Area, South Africa

I led a diverse team of 9 analysts responsible for the credit portfolio optimisation of the Vehicle and Asset Finance portfolio with total advances amounting to R160bn, segmented across three finance companies. Our key achievements include:• Credit portfolio management for the WesBank Retail portfolio including numerous Joint Venture partners as well as Toyota Financial Services (TFS) and Volkswagen Financial services (VWFS)• Build and maintain relationships with a vast array of stakeholders including the executives at WesBank as well as TFS and VWFS• Collaborate closely with the scorecard development, pricing and capital and provisioning teams• Develop and implement a strategy for setting scorecard cut-offs across the different finance companies and credit scorecards• Analysis of key drivers for poor default vintage performance• Build and implement a self-service BI tool used extensively to make quick strategic business decisions• Write, review and obtain signoff for Credit Policies and Risk Appetite• Provide strategic and technical input into:o Pricing and commission strategieso IFRS9 model business signoffo Collection strategieso Annual new business and bad debt charge budgeting process• BCBS239 implementation in the Retail environment• Assist in Due diligence process when setting up new securitisations and ongoing presentation of portfolio overviews at securitisation board meetingsI represented WesBank at the BASA Balloon working committee as well as internal credit meetings within the FirstRand Group. I also chaired the WesBank Motor Credit Committee for two years.

Johannesburg Area, South Africa

Manage a team of actuarial analystsresponsible for developing and implementing SARB Directive 7, IFRS9 and BCBS239 risk data aggregation for the Home Loans portfolio

Home Loans Capital and ProvisioningDevelop, update and maintain Basel PD, LGD and EAD modelsPresent models to technical committee and work with ERM to ensure SARB sign-off on modelsMonthly reporting to FinanceExtensive communication with external auditorsAutomation of monthly scripts using SAS management consoleEIR model to calculate asset values of income and expenses according IAS 39 / IFRS

Home Loans PricingDeveloped a new Home Loans pricing modelBuilt, updated and maintained existing Excel and VBA modelsMonthly reporting using SASPresent conversion rates and risk/reward presentations at monthly Credit and Pricing meetingsAssisted in Due diligence process of the iKhaya secured book

Bloemfontein Area, South Africa

Teaching statistics to first year studentsSetting up tests and examsMarking scripts

Bloemfontein Area, South Africa

Used Matlab to perform research on statistical models that could be used to model the annual and monthly inflows into the Gariep Dam in South Africa

Fellow Member Of The Actuarial Society Of South Africa (Fassa)

Chartered Enterprise Risk Actuary (Cera)

Associate Member Of The Actuarial Society Of South Africa (Amassa)

Bachelor Of Science (B.Sc.) Hons, Actuarial Science

Completed: - A101 (CT3): Probability and Mathematical Statistics - A102 (CT7): Economics - A103 (CT2): Finance and Financial Reporting.