Wadzanai V Rombe

Duplex Institute

Specialized in designing and implementing comprehensive risk management frameworks, regulatory compliance systems, and advanced analytics solutions for financial institutions across Southern Africa. Expert in Basel III/IV, IFRS 9(ECL Modelling) and Credit Risk Modelling with hands-on experience across banking, project finance, and telecommunications sectors. Promoted from Quantitative Analyst. • Led end-to-end design and implementation of custom credit scoring models for 8+ commercial banks • Developed multi-tiered scoring frameworks incorporating behavioural, transactional, and bureau data • Integrated machine learning algorithms with traditional scorecards to enhance predictive power, achieving Gini coefficients of 0.65-0.78 across retail, SME, and corporate portfolios • Architected and deployed comprehensive IFRS 9 Expected Credit Loss frameworks for major financial institutions including TNM Mpamba, FDH Bank, MAIIC, BBS Bank and ZNBS Bank ensuring full regulatory compliance and audit readiness both in Excel and Systems • Designed and implemented IFRS 9 tool with a comprehensive solution for leading mobile money platform, covering Stage 1-3 classification, PD/LGD/EAD modelling, and automated provision calculations for a portfolio of 2M+ customers • Built SQL-backed ECL calculation engines with automated data pipelines, reducing manual processing time by 70% and improving calculation accuracy through automated staging triggers and scenario overlays • Conducted portfolio segmentation using lifetime PD approaches for telecom airtime credit, developing sector-specific LGD models reflecting unique collateral characteristics in emerging markets • Developed dynamic ALM tools incorporating liquidity gap analysis, interest rate risk in the banking book (IRRBB), and behavioural modelling of non-maturity deposits for banks • Implemented funds transfer pricing (FTP) frameworks that improved margin management enabling better product pricing and balance sheet optimization • Built Monte Carlo simulation models for net interest income forecasting under various yield curve scenarios, supporting strategic decision-making on capital allocation • Built logistic regression and survival analysis models for PD forecasting, incorporating macroeconomic covariates and portfolio-specific characteristics, achieving out-of-sample accuracy of 85-92% • Developed early warning systems using statistical anomaly detection and machine learning, reducing false positive alerts by 40% while improving early detection of deteriorating credits • Created customer lifetime value models integrating risk and revenue components, enabling targeted retention strategies that improved customer profitability by 25% • Conducted deep-dive forensic analysis on 5-10 years of financial statements for high-risk corporate clients, identifying manipulation patterns in revenue recognition, asset valuation, and related-party transactions • Developed statistical fraud detection algorithms using Benford's Law analysis, ratio analysis, and pattern recognition techniques, uncovering irregularities in 15+ cases with material financial impact • Created fraud risk scoring frameworks for transactional banking products, reducing fraud losses by 30% for participating institutions • Designed enterprise-level KPI reporting systems in Power BI and Tableau for financial, manufacturing, and transport sectors, incorporating real-time data feeds and automated ETL processes • Built regulatory reporting dashboards for capital adequacy, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), and large exposures monitoring • Created executive scorecards linking risk metrics to financial performance, enabling C-suite visibility into risk-adjusted returns across business units • Led comprehensive training programs for South African Rand treasury teams, AdvTech finance leadership, and DBSA project finance analysts on Power BI, Python, Tableau, and Advanced Excel applications in risk management • Mentored junior analysts and risk managers across multiple institutions, building sustainable in-house capabilities for ongoing model maintenance and enhancement • Managed end-to-end delivery of complex risk transformation projects using Agile methodologies with Click Up and GitHub for version control and collaboration • Led multi-disciplinary teams of data scientists, quantitative analysts, and business stakeholders, ensuring alignment between technical implementation and business objectives • Facilitated workshops and steering committee meetings with C-level executives, regulators, and board risk committees, translating technical concepts into strategic insights • Deep understanding of banking regulations including Basel III/IV capital requirements, IFRS 9 impairment standards, and local regulatory frameworks across multiple jurisdictions • Expertise in banking ratios and metrics: Capital Adequacy Ratio (CAR), NSFR, Return on Risk-Weighted Assets (RORWA), Cost-Income Ratio, NIM, NPL ratios, and liquidity metrics • Proficient in regulatory submissions including Pillar 3 disclosures, ICAAP, ILAAP, and recovery planning requirements • Experience with diverse banking products across retail, corporate, treasury, and project finance segments