Quantitative Specialist: Credit Impairments
3 weeks ago
**JOB DESCRIPTION**Develop and Runs Impairment (Expected Loss) Models
- Develop diagnostic method to quantify changes in provision due to both external and internal
- Changes to credit risk environment.
- Provides information to both internal and external auditors to ensure their accurate understanding and analysis of the asset portfolio
General modelling responsibilities
- Develops and performs processes for model monitoring.
- Completes testing on model assumptions, theory, empirical evidence, implementation and limitations.
- Perform routine analysis for model performance monitoring and model review, maintaining current model inventory for validation and audit compliance.
General Reporting & Research
- Prepare reports and presentations, delivering information for use in Executive level reports and financials
- Write or assist in the drafting of ad hoc and recurring reports.
- **JOB REQUIREMENTS**
**Preferred Minimum Education and Experience**
- B Degree in Applied Mathematics, and / or Statistics / Accounting
- 3 years Quantitative Analyst in a credit granting environment and in financial markets.
- 2 - 3 years experience in Statistical Software
***Critical Competencies**
- SAS Programming/ Statistical software 4
- Microsoft Office 5
- BASEL 3
- IFRS (relevant standards) 4
- Data Analysis 5
- Financial Risk Management Principles
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