Quantitative Specialist: Model Development

2 weeks ago


Johannesburg, Gauteng, South Africa Communicate Recruitment Full time

This is an outstanding opportunity in the Insurance industry for a Quantitative Modelling Specialist interested in advancing their career in impairments.


Job & Company Description:


Other responsibilities include developing relationships and communicating with a variety of partners and stakeholders; handling data collection for input into the model development process and ensuring the appropriateness of the internal exposure data used; preparing specific programming code that performs quality checks on data and identifies trends; and providing a complete audit log of all analysis conducted as a means of assisting the team which is responsible for independently reviewing all models.

The company is currently hiring for a few positions ranging from intermediate to senior specialist levels.

Education:

  • Degree in Statistics / Mathematics / Actuarial Science (Honours and Master's Degree beneficial)

Job Experience & Skills Required:

  • 3+ years' experience in credit risk
  • Developing or validating credit risk models
  • Expertise in building or validating impairment models (including experience in Basel / IFRS9 / scorecard models)
  • Proficient in programming (Python / Matlab / SAS)
  • Strong communication skills

For more information contact:
Roné de Lange

Specialist Researcher:
Actuarial and Analytics

For more information please contact:
Roné de Lange

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