At Capitec Bank Limited, I built a credit book monitoring model that identified and quantified previously unrecognised exposure across the Business Bank portfolio, informing provisioning and impairment risk discussions. I also developed models to identify instalment misalignment and support expected loss remediation.
I’ve developed amortisation models for residential mortgages, vehicle finance and commercial asset loans, and used Python to monitor Business Bank transaction completeness and accuracy. I hold a BSc (Hons) in Quantitative Risk Management from North-West University (BMI Centre), with study in IFRS 9 expected credit loss modelling and Basel II approaches.
