Date | 2024-10-15 |
---|---|
Job Title | Quantitative Credit And Impairments Analyst |
Employer | Network Finance More Information |
Salary | 0 |
Category | Tourism Hospitality |
Location |
Gauteng / Johannesburg North |
Job Summary
A leading insurer 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 company’s 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.
Take the next step and apply with Andrea today!
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
- Moody’s frontier experience
If you are interested in this opportunity, please apply directly. For more finance jobs, please visit Network Finance
Quantitative Credit And Impairments Analyst position available in Gauteng, Johannesburg North. This job position was posted by Network Finance. The job has been posted as a char8000 ad on 2024-10-15 at 01:17:34 in the Tourism Hospitality category
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