Quantitative Credit Risk Impairments Analyst

4 weeks ago


City Bowl, South Africa Communicate Recruitment Full time

We are seeking a highly motivated and experienced individual to fill the role of Quantitative Credit Risk Impairments Analyst.

**Responsibilities**:

- Develop and implement statistical models to estimate and forecast credit risk impairments
- Analyse credit risk data and perform sensitivity analysis to assess the impact of various macroeconomic scenarios on credit risk exposures
- Conduct stress testing and scenario analysis of credit risk portfolios
- Develop and implement best practices for credit risk management processes
- Communicate results and recommendations to senior management and other stakeholders

**Education**:

- A Bachelor's Degree in a quantitative field such as Mathematics, Statistics, Economics, Finance, or Computer Science

**Job Experience & Skills Required**:

- At least 2 years of experience in credit risk modelling and impairment analysis within Financial Services
- Strong analytical and programming skills, including knowledge of SQL, SAS, R and/or Python
- Good understanding of credit risk regulations (e.g. IFRS9)
- Excellent communication and interpersonal skills
- Ability to work effectively in a team environment

For more information contact:
Roné de Lange

Specialist Researcher: Actuarial and Analytics

For more information please contact:
Roné de Lange



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