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Quantitative Credit and Impairments Analyst

Johannesburg
Salary: R58 333.00 - R70 833.00 Per Month
Job Type: Permanent
Sectors: Business Management
Reference: NFP014886/Roby

Apply before Nov 30 2024 | 7 Days left

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Vacancy Details

Employer: Network Recruitment

Are You Ready to Make a Significant Impact in the Insurance Industry?

Quantitative Credit and Impairments Analyst

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.

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

www.networkrecruitment.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.