Menu Close

Johannesburg: Quantitative Analyst – Credit Risk

Date 2024-12-14
Job Title Quantitative Analyst – Credit Risk
Employer
More Information
Salary
Category Accounting Finance
Location Gauteng
/ Johannesburg

Job Summary

Duties and

Responsibilities:

Develop and maintain PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) models. Lead the end-to-end model development process , from data collection to implementation and monitoring. Validate, back-test, and ensure compliance with regulatory standards. Utilize Moodys Risk tools for model implementation and evaluation. Collaborate with stakeholders to align models with business needs and risk strategies. Provide insights and recommendations to senior management based on model outputs. Continuously monitor model performance and refine methodologies as necessary. Ensure adherence to best practices in credit risk model development. Qualifications: BSc in Mathematics, Actuarial Science, Statistics (Honours preferred). 3-5 years of experience in credit risk model development . Strong proficiency in Python, R, and SQL . Experience with Moodys Risk tools . Proven track record of developing PD, LGD, and EAD models . Strong analytical skills and attention to detail. Ability to work independently and collaborate with cross-functional teams. Take the lead in driving innovative credit risk solutions and apply today

Quantitative Analyst – Credit Risk position available in Gauteng, Johannesburg. This job position was posted by . The job has been posted on 2024-12-14 in the Accounting Finance category

Click Go Apply to apply online!


You might also like to look at the available jobs in the same area.

Apply directly for this position
Some posts have contact information included with other instructions. All applicants are urged to read the instructions carefully.
We will list jobs at the bottom of each job, so feel free to scroll down and continue your search.

View Job  Johannesburg: Team Leader: Chronic Medicine Management Call Centre posted by Palesa Mbali Group

We do not accept any job applications and merely offer the service of daily jobs being mined and displayed on our job portal.
Each job post has a link to take you directly to the original post to apply on their website or the original website where the post came from.


Here are some more related positions


South Africa: Quantitative Analyst

Purpose of the Role The Quantitative Analyst - Bonds will be part of a high-performing Bonds team, responsible for conducting research and providing insights on interest-bearing markets. This role involves a blend of quantitative and fundamental analysis t


View Job
Quantitative Analyst

Johannesburg: Scorecard Team Leader (Quantitative Analyst)

Location: Johannesburg Qualifications: Honours in Statistics, Mathematics, or Actuarial Science Masters preferred Experience: 5 years in credit risk scorecards, with leadership experience Step into the spotlight as a Scorecard Team Leader Manage and mento


View Job
Scorecard Team Leader (Quantitative Analyst)

Cape Town City Centre: Quantitative Analyst – Model Development (Credit Risk)

Location: Cape Town Qualifications: Honours in Statistics, Actuarial Science, or Mathematics Experience: 3 years in model validation for credit risk models Summary: Take the lead in reshaping credit risk strategies as a Quantitative Analyst Model Developme


View Job
Quantitative Analyst – Model Development (Credit Risk)

Johannesburg: Scorecard Quantitative Analyst

Location: Johannesburg Qualifications: Honours in Statistics, Actuarial Science, or Mathematics Experience: 2-3 years in scorecard development Summary: Be the architect behind game-changing scorecards As a Quantitative Analyst Scorecards Specialist , youll


View Job
Scorecard Quantitative Analyst

Cape Town City Centre: Quantitative Analyst: Economic Capital

Key responsibilities include analyzing and modeling credit and financial data for both existing and new credit assets managed within the Credit Portfolio Management function. You`ll also leverage your expertise in credit instruments to build, maintain, val


View Job
Quantitative Analyst

Johannesburg: Quantitative Analyst – Credit Risk

Duties and Responsibilities: Develop and maintain PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) models. Lead the end-to-end model development process , from data collection to implementation and monitoring. Validate,

View Job  Pretoria: Hr Admin (Finance) posted by AtripleA recruitment & temps

View Job
Quantitative Analyst – Credit Risk

Johannesburg: Modelling / Quantitative Analyst (Banking – Aml/Fraud) (5 Month Contract) posted by Isilumko Staffing

One of the TOP banks in S.A. is seeking an experienced BSc / BCom candidate with Management experience of 6 - 8 years` : Data analysis, coding in SAS / SQL, AML and Fraud experience, banking sector experience Responsible for:Supporting Board of Directors a


View Job
Modelling / Quantitative Analyst (Banking – Aml/Fraud) (5 Month Contract)

Johannesburg: Quantitative Analyst posted by Goldman Tech

Job Description:An amazing opportunity is now available with a reputable Life Insurance firm in Johannesburg for a Quantitative Analyst! We require a candidate with:• MSc/ BSc (Hons) in Statistics/ Actuarial Science/ Financial Maths/ Applied Maths&bul


View Job
Quantitative Analyst

Johannesburg: Quantitative Analyst posted by Goldman Tech

Job Description:An amazing opportunity is now available with a reputable Life Insurance firm in Johannesburg for a Quantitative Analyst! We require a candidate with:• MSc/ BSc (Hons) in Statistics/ Actuarial Science/ Financial Maths/ Applied Maths&bul


View Job
Quantitative Analyst

Durban: Quantitative Analyst posted by Hire Resolve

An industry-leading company located in La Lucia, KwaZulu-Natal is currently seeking the expertise of an experienced Data Scientist/Quantitative Analyst.Key PurposeTo develop, manage and monitor advanced and relevant predictive models, to provide advanced a


View Job
Quantitative Analyst

Cape Town: Quantitative Analyst posted by Hire Resolve

We are looking for an experienced Quantitative Analyst for a client in the Financial Services space based in Cape Town.Responsibilities:Build and present reports based on business performance within the risk appetite through analysis.Report to monitor and


View Job
Quantitative Analyst

Western Cape: Quantitative Analyst: Economic Capital posted by Network Finance

Key responsibilities include analyzing and modeling credit and financial data for both existing and new credit assets managed within the Credit Portfolio Management function. You`ll also leverage your expertise in credit instruments to build, maintain, val

View Job  Johannesburg: Business Analyst posted by Telebest

View Job
Quantitative Analyst

Johannesburg North: Quantitative Analyst – Credit Risk posted by Network Finance

Duties and Responsibilities:Develop and maintain PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) models.Lead the end-to-end model development process, from data collection to implementation and monitoring.Validate, back


View Job
Quantitative Analyst – Credit Risk

Western Cape: Quantitative Analyst – Model Development (Credit Risk) posted by Network Finance

Key Duties and Responsibilities:Validate, stress-test, and enhance credit risk models.Work collaboratively with data science and risk management teams.Ensure models meet regulatory compliance standards.Provide insightful recommendations to improve predicti


View Job
Quantitative Analyst – Model Development (Credit Risk)

Johannesburg North: Scorecard Quantitative Analyst posted by Network Finance

Key Duties and Responsibilities:Develop and refine credit risk scorecards for personal loans, credit cards, and vehicle finance.Apply advanced statistical techniques to improve model performance.Collaborate with stakeholders to align scorecard strategies w


View Job
Scorecard Quantitative Analyst

Johannesburg North: Scorecard Team Leader (Quantitative Analyst) posted by Network Finance

Step into the spotlight as a Scorecard Team Leader! Manage and mentor a team of top-tier analysts, driving the development of innovative scorecards that empower smarter financial decisions.Key Duties and Responsibilities:Lead and inspire a team of quantita


View Job
Scorecard Team Leader (Quantitative Analyst)

Error making API request.
Share this to someone who needs a job:
Posted in Jobs in Gauteng, Jobs in Johannesburg

More Jobs in Your Area