Credit Risk Quant Analyst
Johannesburg, Gauteng, South Africa
Job Description
Key Responsibilities:
- Support credit risk model reviews and development for impairment (both IAS 39 and IFRS 9) and capital modelling purposes.
- Assist with credit strategic engagements to enhance clients' credit risk management capabilities.
- Potential involvement with capital management and balance sheet management engagements, including ICAAP, risk appetite, and economic capital modelling.
- Engage with a wide range of clients within the financial services industry, including banks, development finance institutions, micro-lenders, and retailers.
- Potential travel opportunities, including destinations within the rest of Africa, Europe, and the Middle East.
- A Honours or Masterxe2x80x99s Degree in a quantitative discipline such as Mathematics, Statistics, Actuarial Science, or a similar field.
- At least 4 years of relevant experience in a quantitative credit risk role.
- Proficiency in SAS systems.
- Strong communication skills to articulate complex quantitative concepts to both technical and non-technical individuals, and to engage with senior management and clients.
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Job Detail
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Job IdJD1405956
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationJohannesburg, Gauteng, South Africa
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EducationNot mentioned