Quantitative Analyst

2 months ago


Stellenbosch, South Africa Network Recruitment Full time
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 Moodys 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 Moodys 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

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