Senior Manager
CurrentCredit risk analytics and strategy consulting to the financial services industry, with experience in SA, UK and the Middle East.Most recent project experience includes, management and execution of:- Development and validation of AIRB-compliant PD, LGD and EAD rating models for wholesale portfolios, including Corporate, Specialised lending and NBFI- Development and validation of IFRS 9- compliant PD and LGD rating models for wholesale and retail portolios- Gap analysis of IFRS 9 requirements from an asset classification and impairments perspective and high level P&L impact analysis- Assistance in the qualitative analysis of validation procedures for internal LGD rating models for low default portfolios (corporate, NBFI, PSE and project finance) at a major South African financial institution- Implementation and tool-testing of credit risk applications (rating and pricing models) for a large development institution in South Africa- Development of a decision support tool in order to assist stakeholders to take appropriate pricing decisions at a developmental financial institution-Review and enhancement of the investment management process at a large South African financial institution, which included the development of a benefits tracking tool
