Quantitative Credit And Impairments Analyst
Cape Town, Western Cape, South Africa
Job Description
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 companys 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
- Moodys frontier experience
Andrea Morgan
Specialist recruiter: Actuarial and Analytics
amorgan@networkfinance.co.za
Careers24
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Job Detail
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Job IdJD1352537
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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 LocationCape Town, Western Cape, South Africa
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EducationNot mentioned