Quantitative Analyst

Details of the offer

Are you a data expert with a passion for credit risk modelling ? Were looking for a talented Quantitative Analyst to join an innovative team, where your expertise in PD, LGD, and EAD model development will shape critical risk strategies. Key Responsibilities: Develop and maintain robust Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models. Lead the entire model development lifecycle , from data collection to implementation and monitoring . Validate, back-test, and ensure models meet regulatory standards . Utilize Moodys Risk tools to implement and evaluate model performance. Collaborate with stakeholders to ensure models align with business objectives and risk management strategies . Provide senior management with actionable insights based on model outputs. Monitor and refine models regularly to ensure optimal performance and accuracy . Adhere to industry best practices in credit risk modelling. Qualifications: BSc in Mathematics, Actuarial Science, or Statistics ( Honours preferred). 3-5 years of experience in credit risk model development . Proficiency in Python, R, and SQL . Experience with Moodys Risk tools is essential. Proven track record in developing PD, LGD, and EAD models . Strong analytical skills, with an eye for detail. Ability to work independently and thrive in cross-functional team environments. Take charge in driving innovative credit risk solutions apply today For more Actuarial and Analytics opportunities, visit www.networkrecruitment.co.za . If you dont hear from us within four weeks, please consider your application unsuccessful. We will retain your profile for future opportunities. For more information, contact: Crushen Pietersen Recruitment Consultant cpietersennetworkfinance.co.za


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