Economic Capital Analyst

SUMMARY:
Economic Capital Analyst role in Cape Town!
This role involves managing, maintaining, analyzing, and interpreting portfolio data for a diversified portfolio of credit investments. These include South African corporates, municipalities, state-owned entities, leveraged buyouts, project finance, property, securitization transactions, and developed market credit.

POSITION INFO:
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, validate, and recalibrate internal models used to generate PDs, LGDs, economic capital metrics, and SAM capital metrics to guide investment decisions.

Key Responsibilities

• Perform quantitative credit investment analysis using Excel-based tools and Moody’s RiskFrontier to assess capital and returns.
• Develop and enhance internal ratings scorecards.
• Conduct portfolio analysis to provide actionable insights for management and stakeholders.
• Build financial models for structured loans, derivatives, and other credit instruments.

• B.Sc. (preferably Honours) with majors in one or more of the following: Computer Science, Applied Mathematics, Mathematics, Statistics, Physics, or other Pure/Applied Science.
• Alternatively, B.Com/B.Bus.Sci. (preferably Honours) with majors in Actuarial Science, Operations Research, Finance, Economics, or Econometrics.

• Professionalism and a proactive approach.
• Strong planning, organizational, and analytical skills.
• Exceptional attention to detail and affinity for data-driven tasks.
• Problem-solving mindset.
• Strong communication skills (both written and verbal).
• Ability to work independently and as part of a team.
• Commercial focus and client service orientation.
• Resilience under pressure.