Economic Capital Analyst: Data-Driven Decision Making
3 weeks ago
This is an exceptional opportunity to join Network Recruitment as a Quantitative Analyst. As part of our Credit Portfolio Management function, you will play a crucial role in analyzing and modeling credit and financial data. Your expertise in credit instruments will enable you to build, maintain, validate, and recalibrate internal models used to generate PDs, LGDs, economic capital metrics, and SAM capital metrics to guide investment decisions.
Responsibilities include performing quantitative credit investment analysis using Excel-based tools and Moodys RiskFrontier to assess capital and returns. You will also develop and enhance internal ratings scorecards, conduct portfolio analysis to provide actionable insights for management and stakeholders, and build financial models for structured loans, derivatives, and other credit instruments.
Requirements:
- Bachelor's degree (preferably Honours) with majors in one or more of the following: Computer Science, Applied Mathematics, Mathematics, Statistics, Physics, or other Pure/Applied Science.
- Alternatively, Bachelor's degree in Business Administration or Commerce (preferably Honours) with majors in Actuarial Science, Operations Research, Finance, Economics, or Econometrics.
Salary Estimate: $150,000 - $200,000 per annum.
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