Impairment Modeling and Validation

6 days ago


Johannesburg, South Africa Network Recruitment Full time
Job & Company Description:
This client is a leading consultancy agency with a global footprint. They offer multinational professional services and are one of the big 4 consultancies in South Africa. They have a culture which celebrates success and outstanding performance.

You will form part of the team responsible for impairment and capital models, such as PD, LGD and EAD models, and using IFRS9 standards. This includes the development and validation of models and advising companies of their credit risk processes.

There are 4 different level positions available, namely Junior, Senior, Assistant Manager and Manager roles.

Education:
  • Honours Degree in a Statistical, Mathematical or Actuarial field

Job Experience & Skills Required:
  • 2 to 6 years credit risk experience
  • Credit risk model development or validating models
  • Model development experience in impairment models, including PD, LGD, EAD and IFRS9 model building experience
  • Economic capital model development
  • Experience with SAS

Apply now

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