- Cape Town
- Salary: Market Related
- Job Type: Permanent
- Sectors: Business Management
- Reference: NFP015030/Crush
Vacancy Details
Employer: Network Recruitment
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 Moody’s 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.
- 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 Moody’s 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.
For more Actuarial and Analytics opportunities, visit www.networkrecruitment.co.za.
If you don’t 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
cpietersen@networkfinance.co.za
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About Network Recruitment
Network Recruitment
Network Recruitment is a leading specialist recruitment company in the fields of IT, Finance and Engineering.
Since our establishment in 1987, we have been at the forefront of the specialist recruitment industry. Network Recruitment’s key to success is the focus on delivering superior quality service by developing and maintaining an exclusive focus on sourcing high-calibre skills for medium-sized to JSE-listed companies operating in these three niche sectors across South Africa.
Our experience in permanent and contract-based recruitment enables us to provide you with recruitment solutions that meet your long- and short-term needs.
Network Recruitment is a division of ADvTECH Resourcing, the recruitment arm of the national JSE-listed ADvTECH Limited Group a leader in quality education, training, skills development and placement services.
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