Job: Quantitative Analyst: Credit Risk in Johannesburg

Quantitative Analyst: Credit Risk

Recruiter:

Network Recruitment

Job Ref:

NFP015071/AND

Date posted:

Friday, October 11, 2024

Location:

Johannesburg, South Africa

Salary:

500 000

SUMMARY:
Shape the Future of Credit Risk: Join Us as a Quantitative Analyst!

POSITION INFO:
A leading insurance firm is looking for a skilled Quantitative Credit and Impairments Analyst to join their team. This is a great opportunity to thrive in a fast-paced, dynamic setting, where you will help shape the company’s credit risk strategies and drive their success.

Key Responsibilities:

Assist in the development of impairment and regulatory models, including Impairment, Capital (Regulatory & Economic), and Stress Testing models.
Conduct monthly and periodic portfolio and model monitoring.
Analyze large datasets, utilizing programming skills to identify trends and anomalies.
Redevelop or calibrate EAD, PD, LGD, FLI models, handle impairment reporting, loan valuations, portfolio analysis, and oversee model governance and monitoring.

Required Skills & Experience:

A completed Degree in Statistics, Mathematics, Applied Maths, Financial Risk Management, Data Science, Engineering, or related fields.
1-3 years of experience in credit, model development, and impairments.
Proficiency in R, SQL, Python, and Moody’s Frontier.

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