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Quantitative Specialist: Model Development
2 weeks ago
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.
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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