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Model Validation Analyst

Johannesburg
Salary: Market Related
Job Type: Permanent
Sectors: Business Management
Reference: NFP015448/AA

Apply before Jan 10 2025 | 17 Days left

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Vacancy Details

Employer: Network Recruitment

Model Validation Analyst – Elevate Credit Risk Models to New Heights.

Summary:
Ready to take your expertise in credit risk to the next level? This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment. Based in Cape Town, at the forefront of ensuring model accuracy, compliance, and reliability in the credit risk space. If you're passionate about data and decision-making, this is the perfect opportunity for you.

Qualifications:

A Degree in Mathematics, Statistics, Actuarial Science, Engineering, or a related field.
3–5 years of hands-on experience in credit risk modeling, validation, or related quantitative roles.
Strong proficiency in Python, R, or SAS for model evaluation and data analysis.
In-depth knowledge of credit risk frameworks, including Basel, IFRS 9, and BCBS239.
Strong understanding of credit risk modeling techniques, such as PD, LGD, EAD, and credit scoring.

Duties and Responsibilities:

Validate and assess the performance of credit risk models, ensuring they align with industry standards and regulatory requirements.
Collaborate with model developers to enhance model robustness and real-world applicability.
Conduct rigorous stress testing, sensitivity analysis, and model back-testing to ensure reliability and accuracy.
Ensure compliance with regulatory frameworks related to credit risk and capital management.
Prepare detailed reports and present findings to senior management, highlighting areas for improvement and actionable insights.
Stay on top of regulatory updates and best practices in the credit risk field.

Apply now!

For more Actuarial and Analytics 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:
Adon Abrahams
Senior Specialist Consultant: Actuarial & Analytics
adabrahams@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.