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Philip Steyn

Philip Steyn

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location of Philip SteynCity of Johannesburg, Gauteng, South Africa

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  • Timeline

  • About me

    Banking executive with proven understanding of technology and the delivery of large-scale change within credit risk and model risk

  • Education

    • Potchefstroom Gimnasium

      1993 - 1997
      High Scool

    • North-West University/Noordwes-Universiteit

      2001 - 2002
      Master of Science (M.Sc.) Business Mathematics and Informatics in Data-Mining

      Activities and Societies: 2001, Golden Key National Honour Society Data Mining, Statistics, Bank Risk ManagementDissertation: Event-Driven Marketing

    • North-West University/Noordwes-Universiteit

      1998 - 2000
      Bachelor of Science (B.Sc.) Business Mathematics and Informatics

      Activities and Societies: Golden Key Honorary Society Money and Banking, Statistics, Information Systems

    • North-West University/Noordwes-Universiteit

      2001 - 2002
      Bachelor of Science Honours (B.Sc. Hons) Computer Science

      Data Warehousing, Decision Support Systems, Linear Programming, Artificial Intelligence

  • Experience

    • Absa

      Jan 2003 - Jun 2006

      Division: Knowledge Discovery and Dissemination

      • Quantitative Credit Analyst

        Oct 2003 - Jun 2006

      • Statistician

        Jan 2003 - Sept 2003

    • IQbusiness South Africa

      Jul 2006 - Jul 2007
      Analytics Manager

    • Multisoft Consulting

      Jul 2007 - Jul 2013
      Owner

    • Barclays Africa Group

      Aug 2013 - Jan 2016
      Head Wholesale Modeling

      CIB and Relationship Banking model development, monitoring and processing

    • Absa Group

      Feb 2016 - now

      Head of the Model Risk Processing Center (MRPC)Head of Credit Risk Regulatory Reporting (BA200 series, BA500 & BA610E return owner)Equity Risk regulatory return owner (BA340)IRB Rating System Process Owner (Model deployment and execution services)IFRS9 Credit Risk Calculation Process Owner (Model deployment and execution services)Operational Risk RWA Reporting return owner (BA400) - Dec '19 to Apr '21 Head of regulatory modelling data servicesHead of regulatory and impairment model implementation servicesModel execution process owner (IRB rating system process owner)

      • Principal Consultant, Risk Specialist

        Sept 2021 - now

      • Head Infrastructure Enablement and Reporting

        Dec 2019 - Aug 2021

      • Head Model Interface

        Feb 2016 - Nov 2019

    • Riskmetrix Pty Ltd

      Sept 2021 - now
      Director

    • Multisoft Consulting (Pty) Ltd

      Sept 2021 - now
      Principal Consultant

      Current Consulting Role: Product Owner of Risk squad for a Digital Bank build (incl Risk Regulatory Reporting)

    • ICCSSA | Institute for Practicing Statisticians

      Sept 2021 - Nov 2023
      Chairperson

  • Licenses & Certifications