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Quantitative Analyst: Credit Risk

Johannesburg
Salary: R500 000.00 - R700 000.00 Per Month
Job Type: Permanent
Sectors: Business Management
Reference: NFP015071/AND

Apply before Nov 10 2024 | 23 Hours left

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Vacancy Details

Employer: Network Recruitment

Shape the Future of Credit Risk: Join Us as a Quantitative Analyst!

Key Responsibilities:

Assist in the development of impairment and regulatory models, including Impairment, Capital (Regulatory & Economic), and Stress Testing models.
Conduct monthly and periodic portfolio and model monitoring.
Analyze large datasets, utilizing programming skills to identify trends and anomalies.
Redevelop or calibrate EAD, PD, LGD, FLI models, handle impairment reporting, loan valuations, portfolio analysis, and oversee model governance and monitoring.

Required Skills & Experience:

A completed Degree in Statistics, Mathematics, Applied Maths, Financial Risk Management, Data Science, Engineering, or related fields.
1-3 years of experience in credit, model development, and impairments.
Proficiency in R, SQL, Python, and Moody’s Frontier.

Visit www.networkrecruitment.co.za

For more information, contact:

Andrea Morgan

amorgan@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.