SAS
Marc Potgieter
Chief Risk Officer
Sandton,GP
Summary
Expert Chief Risk Officer with 16 years of experience. Spearheads strategic planning initiatives relating to development and maintenance of risk management procedures meeting corporate-defined operational requirements. Strong contributor achieving goals through strong analytical skills and structured approach to resolution.
I am and always will be a vigilant Risk Officer independently overseeing ongoing risk analysis and mitigation. Assesses and challenges front-line risk management execution to expose and remedy shortcomings.
I am an organized and dependable candidate successful at managing multiple priorities with a positive attitude. Willingness to take on added responsibilities to meet team goals.
Overview
18
18
years of professional experience
2
2
years of post-secondary education
12
12
Certifications
3
3
Languages
Work History
Chief Risk Officer
Brawne Capital Holdings Limited
Johannesburg, South Africa
01.2020 - Current
- Ensure adherence to Governance, Risk Practices and Compliance
- Modelling different inputs and observe how that impacts the company
- Ensuring that the GRC function operates within the ERM environment
- Authoring several policies and procedures that gives a blueprint to other team members as to what is considered acceptable behaviour within the GRC environment
- Constructing mathematical models to model risk as well as other important models that is vital to the existence of several business case proposals
- Also employed as the Chief of Staff and COO of Brawne Capital's international offices
- Ensuring that the employees and company complies with the relevant laws and guidance notes
- Fulfilling the role of COO in order to ensure that plans and ideas can be operationalised.
SAS Analyst and Model Developer
ABSA
Johannesburg, Gauteng
10.2021 - Current
- Basel IV Credit Risk Capital Calculator developer.
- Communicated and explained business requirements to team members to understand and implement functional demands.
- Oversaw document development across project workstreams to create internal control statements per compliance and regulatory standards.
- Developed flowcharts and diagrams to describe and lay out logical operational steps.
- Applied knowledge of application components in conjunction with query tools to achieve business objectives.
- Developed and maintained courteous and effective working relationships.
- Led projects and analyzed data to identify opportunities for improvement.
Manager
Central Bank of the UAE
Abu Dhabi, United Arab Emirates
07.2017 - 01.2020
- Manager of Capital and Liquidity, Regulatory Development, Implementation of Basel III - a primary objective of the Board of Directors and the Prime Minister’s Office.
- Acted as advisor to the Governor of the Central Bank of the UAE and the Minister of Finance.
- Developing of Standards and Guidelines for national and international banking institutions.
- Basel implementation – Pillar 1, Pillar 2 (ICAAP specifically) and Pillar 3.
- Author of Counterparty Credit Risk regulation.
- IFRS9 modelling.
- Data analysis.
- Statistical Analysis.
- Member of the Basel UAE project committee.
- Pillar 2 and 3 author and enforcer.
- Policy writer for market risk, interest rate risk in the banking book and operational risk.
- Adapting policies and regulations from APRA and the UK PRA to suite the needs of the Central Bank of the UAE.
- Hosted several policy discussions with the banking industry CEOs and CRCOs.
- Directed staff and managed annual capital budget.
Head of Risk Management
Volkswagen Finance (Pty) Limited
Johannesburg, South Africa
08.2015 - 07.2017
- Present Risk related matters to the Board.
- Chair of the Social and Ethics Committee.
- Chair of the Sub-Risk Meetings.
- Custodian of all organisational instructions.
- PD and LGD Analysis as well as sample testing.
- Member of the Technical Committee entailing the intense study of a financial models before approval is given.
- Validation of all application scorecard and LGD models and relevant data sources.
- Complex negotiation skills to align VWFS AG with WesBank.
- Quantitative analysis for reporting to both VWFS AG and WesBank.
- Manage a team of 13 people.
- Provide training on new legislation.
- Developed strategic plans for day-to-day financial operations.
- Complied with established internal controls and policies.
Basel III and Compliance Specialist
Investec
Johannesburg, South Africa
06.2013 - 08.2015
- Basel III implementation from cradle to grave.
- Waiver application (SARB requirement) prepared and submitted to SARB.
- Self-assessment tool completed – accepted by the regulatory institutions.
- Provided framework in which Basel II / III can function seamlessly.
- Project status meeting with Exco once a month and a separate weekly meeting with Mr Stephen the CEO of the bank.
- Completed an audit of all models (source data formed an integral part of the audit).
- Observe impact on financial data as well as the EVA pool.
- Author of the EAD and LGD Models (Only SAS and MatLab).
- Assisted with training sessions to educate management personnel on compliance and regulatory standards through SAS and presentations.
- Provided guidance, advice and training to improve business' understanding of related laws and regulatory requirements.
- Identified potential areas of compliance vulnerability and risk to develop and implement corrective action plans.
Risk Manager, Financial Modelling, Market Risk Analyst and Project Manager
Bravura Holdings
Johannesburg, South Africa
01.2009 - 05.2013
- Use of data to predict with a certain confidence level the outcome of the exercise.
- Manage cash flow and liquidity risk.
- Statistical analysis and stress testing (SAS, VB and VBA).
- PD, LGD and EAD modelling (SAS and S-Plus).
- Deal risk manager which involved tasks like KYC and FICA monitoring as well as delegating the workload amongst my team to spur on career growth.
- Chair of the Risk Committee.
- Construction of the SWAP curve on a daily basis via the Bootstrap method.
- Reviewed contracts and agreements to identify potential risks and ideal mitigation strategies.
- Informed financial decisions by analyzing financial information to forecast business, industry or economic conditions.
- Completed statistical reviews to uncover trends, patterns and variations.
Risk Manager and Data Specialist
Absa Group
Johannesburg, South Africa
01.2008 - 12.2008
- Developed and delivered an automated model to identify assets for securitisation
- Developed and used in-depth knowledge of SQL and SAS BASE.
- Project management of new model building process.
- Communicating and establishing objectives to the Front Office.
- Daily, weekly and monthly reporting pack preparation.
- Developed model to mimic ratings agencies’ models for effective and clear day to day management of securitisation.
- Data management in conjunction with the assigned data warehouse manager.
- Ensured strict adherence to covenants as set out by rating agencies and other third parties.
- Acted as liaison between the Front Office and Back Office.
- Primary contact person for queries stemming from the rating agencies.
- Valuation of derivatives for hedging purposes.
- EAD, LGD, PD calculations of home loans to be securitised.
- Built contingency plans to successfully handle financial emergencies.
Data Analyst and Modeller IQbusiness and PwC
IQbusiness and PwC
Johannesburg, South Africa
01.2005 - 01.2008
- Basel II analysis and its effect on financial institutions.
- Assessing effectiveness and readiness of financial institutions with regards to the Basel II Accord.
- Valuation of derivatives, swaps and other financial instruments.
- Modelling and automating the process of valuation of derivatives, swaps and other financial instruments using various systems, programming and tools.
- Providing audit support with regards to market risk.
- Pricing of swaps and other complex derivatives for audit purposes.
- Constructing the SWAP curve daily via Bootstrapping.
- Data and statistical analysis.
- EAD and LGD modellin.g
- Audited LGD, PD and EAD models.
- Completed the whole Quantitative Impact Study 5 study for the South African Reserve Bank to assess the South African banking sector readiness for Basel II from a credit perspective.
- Modelling scenarios of first loss events from the bank's point of view.
- Leading a team of two juniors.
- Quality Assurance provided to Financial Institutions (Swaps, Derivatives and Options) as well as Credit and Operational Risk audits.
Intern
Ernst &Young
Johannesburg, South Africa
06.2005 - 12.2005
- Built and delivered a fully functioning predictive model within the service delivery sector.
- Thesis: Predictive Modelling as a Sustainable, Income generating service.
- SAS used as development tool.
- Part of my M.Sc degree.
Education
M.Sc - Mathematics, Statistics, Risk Management
North-West University / Noordwes-Universiteit
South Africa 01.2005 - 01.2005
Hons. B.Sc - Business Mathematics, Risk Management
North-West University / Noordwes
South Africa 01.2004 - 01.2004
B.Com - Business Mathematics, Economics, ERM and Economics
North-West University / Noordwes
South Africa 01.2001 - 01.2003
Skills
SAS
Enterprise Wide Risk Management
Project Management (Agile)
Problem Solving
MS Office
Accomplishments
- Specialties: AIRB Approaches, Market Risk Management, Credit Risk Management, Operational Risk Management, VB, VBA, SQL, S-Plus, SAS
- Basel III & IV, Valuations of Derivatives, Quantitative Analysis, LGD, EAD and PD modelling
- Waiver application for the South African Reserve Bank, Bank of the UAE regulatory expert on CVA, CCR
- OTC and CCPs as well on Pillar III of the Basel Regulations as published by the BIS
- Policy Expert, Data Analytics, Project Management.
Certification
Basel III
Additional Information
I am currently in the process of obtaining a British Passport and Residency through descent via my mother.
Software
Office
S-Plus
Visual Basic and Visual Basic for Applications
Power BI
SQL
Timeline
SAS Analyst and Model Developer
ABSA
10.2021 - Current
Chief Risk Officer
Brawne Capital Holdings Limited
01.2020 - Current
Manager
Central Bank of the UAE
07.2017 - 01.2020
Head of Risk Management
Volkswagen Finance (Pty) Limited
08.2015 - 07.2017
Basel III and Compliance Specialist
Investec
06.2013 - 08.2015
Risk Manager, Financial Modelling, Market Risk Analyst and Project Manager
Bravura Holdings
01.2009 - 05.2013
Risk Manager and Data Specialist
Absa Group
01.2008 - 12.2008
Intern
Ernst &Young
06.2005 - 12.2005
Data Analyst and Modeller IQbusiness and PwC
IQbusiness and PwC
01.2005 - 01.2008
M.Sc - Mathematics, Statistics, Risk Management
North-West University / Noordwes-Universiteit
01.2005 - 01.2005
Hons. B.Sc - Business Mathematics, Risk Management
North-West University / Noordwes
01.2004 - 01.2004
B.Com - Business Mathematics, Economics, ERM and Economics
North-West University / Noordwes
01.2001 - 01.2003