Quantitative Analyst: Credit Risk
Johannesburg, Gauteng, South Africa
Job Description
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 companys 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.
- A completed Degree in Statistics, Mathematics, Applied Maths, Financial Risk Management, Data Science,
- Proficiency in R, SQL, Python, and Moodys Frontier.
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Job Detail
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Job IdJD1363086
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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:R500000 per year
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Employment StatusPermanent
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Job LocationJohannesburg, Gauteng, South Africa
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EducationNot mentioned