Head Risk Model Validation
CurrentStarted and headed the Independent Validation unit through a successful IRB Application for Investec Bank Ltd.Incorporated validation of IFRS9 ECL models into scope of validation team as part of the implementation of IFRS9 at Investec Bank Ltd.Responsibilities expanded recently to include validation of other risk models specifically: Operational Risk models, Non-Maturity Deposit Models, Economic Capital Models, and Market Risk Models (VaR and EVT models).The team also provides Independent Model Validation services to Investec Bank PLC covering IFRS9 Models as well as Credit Risk Capital Models as part of the IRB project.
Jun 2014 - Present
