Economic Capital Analyst

SUMMARY:
Drive Investment Insights as an Economic Capital Analyst.

POSITION INFO:
Are you passionate about credit risk analysis and portfolio modeling? Our client, a leader in financial services, is looking for a skilled Economic Capital Analyst to manage and analyze credit investment data, providing critical insights into economic capital and investment strategies.

About the Role:
As an Economic Capital Analyst, you will oversee the analysis and interpretation of portfolio data for a diverse range of credit investments, including South African corporates, municipalities, state-owned entities, leveraged buy-outs, project finance, property, securitisation transactions, and developed market credit. This role requires a blend of technical expertise and financial acumen to inform key investment decisions.

Key Responsibilities:

• Quantitative Credit Analysis: Use advanced tools like Excel and Moody’s RiskFrontier to evaluate capital requirements and returns on credit investments.
• Model Development: Build, validate, and recalibrate internal models to calculate PDs, LGDs, economic capital, and SAM capital metrics as needed.
• Portfolio Management: Conduct meaningful portfolio analyses to inform management and stakeholders, enhancing decision-making.
• Financial Modeling: Develop robust financial models for structured loans, derivatives, and other credit-related instruments.
• Rating Scorecards: Innovate and improve internal ratings scorecards to refine credit risk assessments.

Your Profile:

• Qualifications:
• BSc (preferably Honours) in Computer Science, Mathematics, Statistics, Applied Mathematics, Physics, or other pure/applied sciences, OR
• BCom/BBusSci (preferably Honours) in Actuarial Science, Operations Research, Finance, Economics, or Econometrics.
• Competencies:
• High level of professionalism and attention to detail.
• Strong analytical, technical, and problem-solving skills.
• Proficiency in data-driven tasks and financial modeling.
• Exceptional communication skills and the ability to deliver insights effectively.
• Commercially focused and client-oriented mindset.
• Thrives in high-pressure environments, both independently and in teams.

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If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.

For more information contact:
Crushen Pietersen
Recruitment Consultant

 

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