Quantitative Credit and Impairments Analyst

SUMMARY:
Ready to Make a Significant Impact in the Insurance Industry?

POSITION INFO:
A leading insurance company 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.

• 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