Oyama Nongogo

Senior Credit Risk and Quantitative Analytics Specialist with over 10 years of experience in banking, regulatory supervision, and advanced credit risk modelling across leading financial institutions including Nedbank, South African Reserve Bank, ABSA Bank, and African Bank. Extensive expertise across the full credit lifecycle, including origination, account management, collections, recoveries, impairments, and portfolio risk monitoring. Proven ability to design, validate and review credit risk models including PD, LGD, EAD, application scorecards, behavioural scorecards and collections models.

Highly experienced in IFRS 9 Expected Credit Loss modelling, Basel regulatory capital frameworks, AIRB models, and model governance, gained through both banking and regulatory environments. Strong technical background in SAS, SQL and Python, with a track record of delivering data-driven insights, predictive analytics and risk strategies that support sound credit decision-making, regulatory compliance and portfolio optimisation.

Audit Portfolio Manager – Credit & Model Risk - Nedbank

(2023-11)

• Lead credit and model risk audit engagements providing independent assurance over credit risk frameworks, regulatory models, and governance practices.
• Conduct independent reviews of credit risk models and credit risk management frameworks.
• Evaluate model methodology, design, data inputs, implementation processes and governance.
• Assess alignment of credit risk practices with risk appetite and regulatory requirements.
• Provide audit insights to improve credit risk controls, model governance and operational efficiencies.

Specialist Quantitative Analyst - South African Reserve Bank

(2022-06 - 2023-10)

• Reviewed and assessed AIRB credit risk models used by banks to calculate regulatory capital.
• Analysed regulatory submissions covering credit, market, liquidity and operational risk models.
• Participated in ICAAP assessments of South African banks.
• Contributed to development of prudential standards and regulatory guidance on risk measurement models.

Senior Quantitative Analyst (Consulting) - Anchor Point Risk Solutions

(2021-09 - 2022-05)

• Developed Basel regulatory capital models (PD, LGD, EAD).
• Built IFRS 9 impairment models for banking clients.
• Conducted model validation and regulatory compliance reviews.
• Automated analytical processes using SAS, SQL and Python.

Senior Credit Risk Analyst - ABSA Bank

(2019-10 - 2021-01)

• Developed behavioural and collections scoring models under IFRS 9 frameworks.
• Built forecasting models predicting portfolio transitions into collections environments.
• Modelled non-performing loan portfolio dynamics and write-off trends.
• Developed analytics to support collections strategy optimisation.

Credit Risk Analyst – Collections Strategy Analytics - African Bank

(2017-04 - 2019-08)

• Built propensity models predicting customer payment behaviour.
• Designed dialler optimisation models (best number and best time to call).
• Implemented champion/challenger strategy testing.

Credit Risk Analyst – Decision Sciences & Data Analytics - African Bank

(2014-01 - 2017-03)

• Built application, behavioural and collections scorecards.
• Developed and back-tested PD, LGD and EAD models.
• Performed predictive modelling and portfolio analytics to support credit strategy decisions.

Co-Founder & Chairperson - Conscious Living Youth Foundation

Bachelor of Economics - Economics - University of South Africa (UNISA)

National Diploma in Economics (Incomplete) - Economics - Nelson Mandela Metropolitan University

National Certificate in Banking - Banking - Milpark Business School