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
If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.For more information contact:
Andrea Morgan
Specialist recruiter: Actuarial and Analytics
ExecutivePlacements.com
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Job Detail
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Job IdJD1355929
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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