Quantitative Analyst: Impairments
Job Description
Here is the chance to lead an impairments team and add insight into the credit risk space.POSITION INFO:
Job & Company Description:
This is a leading consultancy with a global footprint. The company offers multinational professional services and is one of the Big 4 consultancies in South Africa. They have a culture which celebrates success and outstanding performance.You will form part of the team responsible for the impairment and capital models (such as PD, LGD and EAD models) and using IFRS9 standards. You will be leading a team of specialists and provide insight into the credit strategies of banks and companies. You have the chance to make a difference by providing input to the credit models.Education:
- Honours Degree in a Statistical, Mathematical or Actuarial field
- 2 to 8 years credit risk experience.
- Credit risk model development or validating models.
- Model development experience in impairment models including PD, LGD, EAD and IFRS9 model building experience.
- Economic capital model development.
- Experience with SAS.
Alet Slabber
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Job Detail
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Job IdJD1321735
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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