- Johannesburg
- Salary: R58 333.00 - R70 833.00 Per Month
- Job Type: Permanent
- Sectors: Business Management
- Reference: NFP014886/Roby
Vacancy Details
Employer: Network Recruitment
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 disciplines
- Experience:
- 1-3 years working within credit, model development, and impairments
- R, SQL, and Python
- Moody’s frontier experience
If you are interested in this opportunity, please apply directly. For more finance jobs, please visit www.networkrecruitment.co.za
If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.
For more information contact:
Robyn Peskin
Recruitment Researcher: Actuarial and Analytics
rpeskin@gmail.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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