Date | 2024-10-06 |
---|---|
Job Title | Quantitative Credit Analyst |
Employer | More Information |
Salary | |
Category | Accounting Finance |
Location |
Cape Town Region / Cape Town City Centre |
Job Summary
A leading insurance company is seeking a talented Quantitative Credit and Impairments Analyst to join their team. This is your opportunity to work in a dynamic and fast-paced environment, helping shape this companys credit risk strategies and contribute to their overall success.
Duties:
Support and aid the development of impairment and regulatory type models, i.e. Impairment; Capital (Regulatory & Economic); and Stress Testing. Perform monthly portfolio monitoring and periodic monitoring of the models. Sourcing, consolidating and analysing large data sets, utilizing strong programming skills and identifying anomalies/trends. Redevelopment or calibration of EAD, PD, LGD, FLI and models; Impairment reporting; Loan valuation; Portfolio analysis; Model monitoring and reporting; and Model governance. Job Experience & Skills Required: Qualifications: Completed Degree in Stats/Math/Applied Maths/Financial Risk Management/Data Science/Engineering or related disciplines Experience: 1-3 years working within Credit, model development and impairments R, SQL, Python Moodys frontier experience Apply now
Quantitative Credit Analyst position available in Cape Town Region, Cape Town City Centre. This job position was posted by . The job has been posted on 2024-10-06 in the Accounting Finance category
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