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Senior Analyst: Capital and Impairment Model Development

2 months ago

Johannesburg, South Africa Network Recruitment Full time
As a Senior Analyst in Capital and Impairment Model Development, you will be an integral part of their Credit Risk Modeling Team. Your primary responsibility will be to design, build, and maintain sophisticated models that are instrumental in managing credit risk, capital allocation, and impairment assessments.

Key Responsibilities:
  • Develop and maintain credit risk models to support capital allocation and impairment assessments
  • Apply quantitative skills to ensure the accuracy and robustness of the models
  • Collaborate with cross-functional teams to understand business requirements and align models with regulatory and internal guidelines
  • Monitor and update models to reflect changes in the business environment and regulatory requirements
  • Perform quantitative analysis to support risk management and decision-making processes

Qualifications:
  • Bachelor's Degree in a relevant field (e.g., Finance, Mathematics, Statistics, or Economics)

Job Experience & Skills Required:
  • 3+ years of hands-on experience in developing capital and impairment models (including PD, LGD, and EAD models)
  • Strong background in credit risk modeling and risk management
  • Excellent quantitative skills, including statistical modeling and data analysis
  • Proficiency in programming languages (e.g., R, or Python) and relevant software tools
  • Knowledge of regulatory requirements related to capital and impairment models (e.g., IFRS 9)
  • Strong communication and teamwork skills

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