Quantitative Credit And Impairments Analyst

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.Source, consolidate and analyse large data sets, utilising 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. Take the next step and apply with Robyn today!Job Experience & Skills Required:Qualifications: Completed Degree in Stats/Maths/Applied Maths/Financial Risk Management/Data Science/Engineering, or related disciplinesExperience:1-3 years working within credit, model development, and impairmentsR, SQL, and PythonMoodys frontier experience