Vonani Mabasa

Risk Graduate Programme (Rotational)

Retail Model Development

• Building and developing Credit Decision Models.
• Worked on Absa Challenger model.

Enterprise Risk Measurement (Model Development)

• Model run,test and update.
• Data extraction and exploration.

Enterprise Risk Measurement (Model Implementation)

• Model documentation

Non-Traded Market Risk (Interest Rate Risk in the Banking Book)

• Providing the VaR & Non-VaR market risk commentary for different desks.
• Calculating and providing capital reports for different stakeholders/desks.
• Running the Non-Traded Market Risk models daily to calculate the daily risk exposures for different desks/ stakeholders.
• Compilation of risk and portfolio analysis reports for internal and external stakeholders.