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Quantitative Analyst - Credit Risk

Johannesburg
Salary: Market Related
Job Type: Permanent
Sectors: Business Management
Reference: NFP015464/AND

Apply before Jan 11 2025 | 20 Days left

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Vacancy Details

Employer: Network Recruitment

Calling All Quantitative Analysts! Are you a data genius with a passion for credit risk modelling? We're looking for YOU to join a cutting-edge team where your skills in PD, LGD, and EAD model development will make an impact!

Duties and Responsibilities:

Develop and maintain PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) models.
Lead the end-to-end model development process, from data collection to implementation and monitoring.
Validate, back-test, and ensure compliance with regulatory standards.
Utilize Moody’s Risk tools for model implementation and evaluation.
Collaborate with stakeholders to align models with business needs and risk strategies.
Provide insights and recommendations to senior management based on model outputs.
Continuously monitor model performance and refine methodologies as necessary.
Ensure adherence to best practices in credit risk model development.

Qualifications:

BSc in Mathematics, Actuarial Science, Statistics (Honours preferred).
3-5 years of experience in credit risk model development.
Strong proficiency in Python, R, and SQL.
Experience with Moody’s Risk tools.
Proven track record of developing PD, LGD, and EAD models.
Strong analytical skills and attention to detail.
Ability to work independently and collaborate with cross-functional teams.

Take the lead in driving innovative credit risk solutions and apply today!
Visit www.networkrecruitment.co.za for more Actuarial and Analytics opportunities.
If you haven’t received a response within four weeks, please consider your application unsuccessful. Your profile will be retained for future opportunities.

For more information, contact:
Andrea Morgan
Recruitment Consultant
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.