Network Finance. | Quantitative Analyst

Reference: NFP013914-ASl-1Here is the change to lead an impairments team and add insight into the credit risk space.
Duties & ResponsibilitiesThis is a leading consultancy with a global footprint. This 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 performances.
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 providing insight into the credit strategies of banks and companies. You have the chance to make a difference by providing input to the credit models.
EducationDegree or Honours in a statistical, mathematical or actuarial fieldJob Experience & Skills Required3-8 years credit risk experience.Credit risk model development or validating or auditing experience.Model development or validating or auditing experience in impairment models including PD, LGD, EAD and IFRS9 model building experience.Economic capital model development.Experience with SAS.Apply now! 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:
Alet Slabber
Specialist Consultant: Actuary and credit risk
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