Simon Kanheza

Reviewed and challenged model validation activities for Market Risk and Compliance models, identifying and escalating model risk to the Model Governance Committee (MGC). Prepared MGC materials and quarterly reports, acting as MGC secretary and interacting with senior stakeholders, auditors, and regulators. Tracked validation timelines, identified governance breaches, and monitored control remediat

Conducted quantitative analysis and investigations into market risk and counterparty credit risk metrics, supporting risk managers with implementation and maintenance of risk measures. Performed risk limit monitoring, identified infrastructure improvements, and developed new risk reports to enhance risk visibility. Supported global change delivery for risk systems and internal initiatives, optimiz

Managed the company's Compliance programs, ensuring activities adhered to applicable laws and regulations through policy review and enhancement. Performed controls and monitoring, preparing reports and recommendations for Senior Management and the Board of Directors. Advised stakeholders on risk and compliance matters, maintained records, and reviewed/implemented the Enterprise Risk Management fra

Provided consulting services focusing on Risk Management, including conducting Gap Analysis and delivering Enterprise Risk Management training. Developed policies, implemented risk management frameworks, and performed risk and control assessments. Compiled risk registers, profiled risks, and managed risk reporting, controls, and issues.

Maintained and validated bank-wide quantitative models including A-IRB, IFRS9, and Economic Capital models, participating in meetings with developers, senior management, auditors, and the Central Bank. Developed model risk management policies and documentation, and created presentations on key risk and portfolio changes for senior management. Developed, reviewed, and implemented market, IRRBB, and

Grade: Honors