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Quantitative Analyst: Economic Capital

Cape Town
Salary: Market Related
Job Type: Permanent
Sectors: Business Management
Reference: NFP015462/Crush

Apply before Jan 11 2025 | 20 Days left

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Vacancy Details

Employer: Network Recruitment

Let’s Write Africa’s Story Together!We believe in the vast potential of Africa and proudly reflect this in our diverse talent pool.Job DescriptionThis role involves managing, maintaining, analyzing, and interpreting portfolio data for a diversified portfolio of credit investments. These include South African corporates, municipalities, state-owned entities, leveraged buyouts, project finance, property, securitization transactions, and developed market credit.

Key responsibilities include analyzing and modeling credit and financial data for both existing and new credit assets managed within the Credit Portfolio Management function. You'll also leverage your expertise in credit instruments to build, maintain, validate, and recalibrate internal models used to generate PDs, LGDs, economic capital metrics, and SAM capital metrics to guide investment decisions.

Key Responsibilities

Perform quantitative credit investment analysis using Excel-based tools and Moody’s RiskFrontier to assess capital and returns.
Develop and enhance internal ratings scorecards.
Conduct portfolio analysis to provide actionable insights for management and stakeholders.
Build financial models for structured loans, derivatives, and other credit instruments.

Qualifications and Experience

B.Sc. (preferably Honours) with majors in one or more of the following: Computer Science, Applied Mathematics, Mathematics, Statistics, Physics, or other Pure/Applied Science.
Alternatively, B.Com/B.Bus.Sci. (preferably Honours) with majors in Actuarial Science, Operations Research, Finance, Economics, or Econometrics.

Key Competencies

Professionalism and a proactive approach.
Strong planning, organizational, and analytical skills.
Exceptional attention to detail and affinity for data-driven tasks.
Problem-solving mindset.
Strong communication skills (both written and verbal).
Ability to work independently and as part of a team.
Commercial focus and client service orientation.
Resilience under pressure.

Take the Next Step in Your Career—Apply Now!
Explore more Actuarial and Analytics opportunities at www.networkrecruitment.co.za.

If you haven’t heard back within two weeks, please consider your application unsuccessful. However, we'll keep your profile on file for future opportunities that align with your expertise.

For more information, contact:
Crushen Clive Pietersen
Specialist 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.