Senior Assistant Vice President

• Develop and refine IRB credit risk parameters (PD, LGD, EAD) and collaborate with team members

in the development of credit risk models across retail and non-retail portfolios.

• Model management: Oversee the full lifecycle of models, including scoping, data review,

stakeholder engagement, documentation, and governance approval

• Performance analysis: Conduct annual reviews of models, calibration, backtesting models and

performance analysis to ensure accuracy and reliability. Address and resolve deficiencies identified

from this process.

• Continuous learning: Research, design and implement best practice methodologies for quantifying

credit risk in line with UK PRA's Basel 3.1 IRB standards and supervisory requirements.

• Stakeholder Engagement: Collaborate closely with Credit and the Business and support functions

to support the correct understanding, use, implementation of the models within Investec's credit

risk framework.