Quantitative Analyst: Credit And Impairment

Vacancy Details

Employer:Network Recruitment
Unlock Your Potential as a Credit Risk Model Specialist!

Are you a detail-oriented analyst with a knack for developing and managing sophisticated financial models? We're seeking a skilled professional to lead the development, analysis, and maintenance of impairment and loan valuation models for a retail portfolio.
Key Responsibilities:

Model Development & Calibration: Redevelop and calibrate models for EAD, PD, LGD, FLI, including impairment reporting and loan valuation.
Portfolio Analysis: Conduct in-depth analysis and monitoring of portfolios to drive strategic decision-making.
Model Governance: Ensure rigorous model monitoring, governance, and accurate reporting.
Data Analysis: Source, consolidate, and analyze large datasets using advanced programming skills, identifying anomalies and trends.
Technical Documentation: Maintain comprehensive technical documentation of modeling methodologies.
Communication: Present analytical results clearly to both technical and non-technical stakeholders.
Regulatory & Impairment Models: Support the development of impairment, regulatory capital, and stress testing models.
Vision & Strategy: Contribute strategically to shaping practices and improving risk-based profitability.

Competencies:

Proficiency inbig data manipulationand management.
Strong skills indata interpretation,process automation, andcodingin statistical packages.
Ability todocument methodologies,multitask, andchallenge ideas.

Minimum Criteria:

Degree inStats,Math,Applied Maths,Financial Risk Management,Data Science,Engineering, or related fields.
1-3 yearsof experience in credit, model development, impairment, or regulatory capital environments.
Experience withR,SQL,MATLAB,SAS, andPythonis advantageous.

Take the next step in your career and apply now!

Visit www.networkrecruitment.co.za for more Actuarial and Analytics opportunities.

If you haven't received a response within four weeks, please consider your application unsuccessful. Your profile will be retained for future opportunities.

For more information, contact:
Crushen Pietersen
Recruitment Consultant
******