Quantitative Credit and Impairments Analyst

9 hours ago


Cape Town, South Africa Adzuna ZA B C2 Full time
A leading insurance company is seeking a talented Quantitative Credit and Impairments Analyst to join their team. This is your opportunity to work in a dynamic and fast-paced environment, helping shape this companys credit risk strategies and contribute to their overall success.

Duties:
  • Support and aid the development of impairment and regulatory type models, i.e. Impairment; Capital (Regulatory & Economic); and Stress Testing.
  • Perform monthly portfolio monitoring and periodic monitoring of the models.
  • Sourcing, consolidating and analysing large data sets, utilizing strong programming skills and identifying anomalies/trends.
  • Redevelopment or calibration of EAD, PD, LGD, FLI and models, Impairment reporting, Loan valuation, Portfolio analysis, Model monitoring and reporting, and Model governance.

Take the next step and apply with Robyn today

Job Experience & Skills Required:
  • Qualifications:
    • Completed Degree in Stats/Math/Applied Maths/Financial Risk Management/Data Science/Engineering or related disciplines
  • Experience:
    • 1-3 years working within Credit, model development and impairments
    • R, SQL, Python
    • Moodys frontier experience



  • Cape Town, South Africa Network Recruitment Full time

    A leading insurance company is seeking a talented Quantitative Credit and Impairments Analyst to join their team. This is your opportunity to work in a dynamic and fast-paced environment, helping shape this companys credit risk strategies and contribute to their overall success. Duties: Support and aid the development of impairment and regulatory type...


  • Cape Town, South Africa Network Recruitment Full time

    A leading insurance company is seeking a talented Quantitative Credit and Impairments Analyst to join their team. This is your opportunity to work in a dynamic and fast-paced environment, helping shape this companys credit risk strategies and contribute to their overall success. Duties:Support and aid the development of impairment and regulatory type...


  • Cape Town, South Africa Network Recruitment Full time

    A leading insurance company is seeking a talented Quantitative Credit and Impairments Analyst to join their team. This is your opportunity to work in a dynamic and fast-paced environment, helping shape this companys credit risk strategies and contribute to their overall success. Duties: Support and aid the development of impairment and regulatory type...


  • Cape Town, Western Cape, South Africa Network Recruitment Full time

    Job Title: Quantitative Analyst: Credit and Risk ModelingWe are seeking a highly skilled Quantitative Analyst to join our team at Network Recruitment. As a key member of our credit risk management team, you will be responsible for developing and maintaining sophisticated financial models to analyze and manage credit risk.Key Responsibilities:Develop and...


  • Cape Town, South Africa Network Recruitment Full time

    Are you a detail-oriented analyst with a knack for developing and managing sophisticated financial models? Were seeking a skilled professional to lead the development, analysis, and maintenance of impairment and loan valuation models for a retail portfolio.Key Responsibilities:Model Development & Calibration: Redevelop and calibrate models for EAD, PD, LGD,...


  • Cape Town, South Africa Network Recruitment Full time

    Are you a detail-oriented analyst with a knack for developing and managing sophisticated financial models? Were seeking a skilled professional to lead the development, analysis, and maintenance of impairment and loan valuation models for a retail portfolio.Key Responsibilities: Model Development & Calibration : Redevelop and calibrate models for EAD, PD,...


  • Cape Town, South Africa Adzuna ZA B C2 Full time

    Are you a detail-oriented analyst with a knack for developing and managing sophisticated financial models? Were seeking a skilled professional to lead the development, analysis, and maintenance of impairment and loan valuation models for a retail portfolio.Key Responsibilities:Model Development & Calibration: Redevelop and calibrate models for EAD, PD, LGD,...

  • Quantitative Analyst

    3 months ago


    Cape Town, South Africa Communicate Recruitment Full time

    An industry dominating Bank is on the lookout for a Quantitative Analyst to build all their IFRS 9 impairment models from scratch! **Job & Company Description**: This is a leading bank with a global footprint, which is known for being innovating in the ever changing market. They believe in rewarding employees for outstanding contributions and providing...


  • Cape Town, South Africa BigTalent Full time

    Embark on a rewarding career as a Quantitative Credit Analyst, contributing to the architecture of systematic investment engines, databases, research, analytics tools, and processes. This role offers excellent growth potential and exposure to various asset classes. - Develop analytics tools and strategies to enhance credit portfolios. - Conduct quantitative...


  • Cape Town, South Africa Network Recruitment Full time

    Were seeking a highly skilled Quantitative Credit Analyst to lead the development and maintenance of critical tools and infrastructure that aggregate credit risk exposures across the Group. From economic capital modelling to earnings at risk, youll play a pivotal role in setting the risk appetite and optimizing credit models for the entire organization.Key...


  • Cape Town, South Africa Adzuna ZA B C2 Full time

    Were seeking a highly skilled Quantitative Credit Analyst to lead the development and maintenance of critical tools and infrastructure that aggregate credit risk exposures across the Group. From economic capital modelling to earnings at risk, youll play a pivotal role in setting the risk appetite and optimizing credit models for the entire organization.Key...


  • Cape Town, South Africa Network Recruitment Full time

    Were seeking a highly skilled Quantitative Credit Analyst to lead the development and maintenance of critical tools and infrastructure that aggregate credit risk exposures across the Group. From economic capital modelling to earnings at risk, youll play a pivotal role in setting the risk appetite and optimizing credit models for the entire organization.Key...

  • Quantitative Analyst

    10 hours ago


    Cape Town, South Africa Network Recruitment Full time

    As a Quantitative Analyst, you will play a critical role in developing and optimising credit risk scorecards, analysing data, and applying statistical methods to provide key insights for business decisions. You will collaborate with various teams to integrate data science and machine learning models into practical business applications, particularly within...

  • Quantitative Analyst

    3 months ago


    Cape Town, South Africa Mass Staffing Projects Full time

    **Job Information** - Location- Finance Jobs in Cape Town- Salary- R 1 Million - R 850 K p/a- Job Type- Permanent- Education- BSc in Mathematics, Financial Engineering, Statistics or similar- Experience- 3 - 5 years’ experience with experience in credit within a bank or financial services institution- Reference- 111120FAQA- -...

  • Quantitative Analyst

    3 months ago


    Cape Town, South Africa Aquarius Recruitment Full time

    **Purpose of the Role**: The Quants Analyst/Fixed Income Analyst/Trader will alongside a senior analyst/portfolio manager and is involved in all aspects the investment research process, except that he/she is not held accountable for the investment result. The purpose of this design is to allow the fixed income analyst time to entrench company’s...


  • Western Cape, South Africa Group Finance Full time

    **Introduction** - The Quantitative Analytics and Liquidity Risk Management team is a dynamic group of professionals within the Balance Sheet Management Function dedicated to mastering risk management and precisely quantifying risk. We offer quantitative support for Credit Risk, Market Risk, and Liquidity Risk, and we also serve as the primary risk owners...


  • Cape Town, South Africa Moving Heads Personnel Full time

    Responsible for the investment strategy of shareholder assets in SA with oversight role across ROA and the organisation. The credit function within the Investment Strategy team is responsible for cR110bn of assets spanning wholesale credit, various businesses, investment portfolios, unsecured lending, and securitisations as well as SME lending. - The...

  • Quantitative Analyst

    1 month ago


    Cape Town, South Africa Network Recruitment Full time

    Are you a Quantitative Analyst looking for a new challenge and an opportunity to excel in the banking industry? Our esteemed banking client seeks a talented individual with expertise in predictive models and credit risk scorecards. If you have a track record of end-to-end model development and validation, this role is for you!Qualifications:Honours Degree in...

  • Quantitative Analyst

    1 month ago


    Cape Town, South Africa Adzuna ZA B C2 Full time

    Are you a Quantitative Analyst looking for a new challenge and an opportunity to excel in the banking industry? Our esteemed banking client seeks a talented individual with expertise in predictive models and credit risk scorecards. If you have a track record of end-to-end model development and validation, this role is for you!Qualifications:Honours Degree in...


  • Cape Town, South Africa Network Recruitment Full time

    One of South Africas largest banking companies is on the lookout for a Quantitative Analyst to join their team! This company is a leading financial institution, known for delivering innovative banking solutions and fostering a culture of excellence. This company is committed to driving economic growth and is looking for a highly talented Quantitative Analyst...