Capital and Impairment Model Development Senior Analyst

3 weeks ago


Johannesburg, Gauteng, South Africa Network Recruitment Full time

Job Summary:

We are seeking a highly skilled Senior Analyst to join our Credit Risk Modeling Team and contribute to the development and maintenance of sophisticated models that support capital allocation and impairment assessments.

Key Responsibilities:

  • Design, build, and maintain credit risk models to support capital allocation and impairment assessments.
  • Apply quantitative skills to ensure the accuracy and robustness of the models.
  • Collaborate with cross-functional teams to understand business requirements and align models with regulatory and internal guidelines.
  • Monitor and update models to reflect changes in the business environment and regulatory requirements.
  • Perform quantitative analysis to support risk management and decision-making processes.

Qualifications:

  • Bachelor's Degree in a relevant field (e.g., Finance, Mathematics, Statistics, or Economics).
  • 3 years of hands-on experience in developing capital and impairment models (including PD, LGD, and EAD models).
  • Strong background in credit risk modeling and risk management.
  • Excellent quantitative skills, including statistical modeling and data analysis.
  • Proficiency in programming languages (e.g., R, or Python) and relevant software tools.
  • Knowledge of regulatory requirements related to capital and impairment models (e.g., IFRS 9).
  • Strong communication and teamwork skills.


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    About the Role:As a Senior Analyst in Capital and Impairment Model Development, you will be an integral part of our Credit Risk Modeling Team.Your primary responsibility will be to design, build, and maintain sophisticated models that are instrumental in managing credit risk, capital allocation, and impairment assessments.Key Responsibilities:Develop and...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Job Title: Senior Analyst: Capital and Impairment Model DevelopmentJob Description:As a key member of our Credit Risk Modeling Team, you will be responsible for designing, building, and maintaining advanced models that play a crucial role in managing credit risk, capital allocation, and impairment assessments.Key Responsibilities:Develop and maintain credit...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Job Description for Senior Analyst: Capital and Impairment Model DevelopmentNetwork Recruitment is seeking a skilled Senior Analyst to join their Credit Risk Modeling Team. As a key member of this team, you will be responsible for designing, building, and maintaining sophisticated models that support capital allocation and impairment assessments.Key...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    {"Key Responsibilities": {"Develop and maintain credit risk models to support capital allocation and impairment assessments": "\t• Design and build sophisticated credit risk models that drive informed capital allocation and impairment assessments\t• Collaborate with cross-functional teams to ensure models align with business requirements and...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Job Summary: Network Recruitment is seeking a talented Quantitative Credit and Impairments Analyst to support the development of credit risk strategies and contribute to the overall success of the company.Duties and Responsibilities: Develop and maintain impairment and regulatory type models, including impairment, capital, and stress testing.Monitor and...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Key Responsibilities:Develop and manage impairment and regulatory type models, including impairment, capital, and stress testing.Perform regular portfolio monitoring and periodic model reviews.Analyse large data sets to identify trends and anomalies.Support the development of EAD, PD, LGD, FLI, and other models.Requirements:Degree in Stats, Maths, Applied...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    About the RoleThis position involves supporting and aiding the development of impairment and regulatory type models, such as impairment, capital (regulatory & economic), and stress testing. The successful candidate will be responsible for performing monthly portfolio monitoring and periodic monitoring of the models.Main ResponsibilitiesModel Development:...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Network RecruitmentA leading insurance firm is seeking a skilled Quantitative Credit and Impairments Analyst to contribute to their team's success. This opportunity offers a chance to thrive in a dynamic setting, where you will help shape the company's credit risk strategies and drive their success.Key Responsibilities:Assist in the development of impairment...

  • Actuarial Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Planned Talent Pty (Ltd) Full time

    About the OpportunityPlanned Talent Pty (Ltd) is seeking a skilled Actuarial Analyst to join their team. In this role, you will be responsible for conducting monthly capital calculations and supporting IFRS 17 modelling. You will also contribute to capital forecasting for the Own Risk and Solvency Assessment (ORSA) and be actively involved in initiatives...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Network Recruitment is seeking a talented Quantitative Credit and Impairments Analyst to contribute to the development of credit risk strategies and models. This role involves supporting the creation and maintenance of impairment and regulatory type models, including capital, stress testing, and loan valuation.Key Responsibilities:Develop and calibrate EAD,...


  • Johannesburg, Gauteng, South Africa Nedbank Full time

    Job OverviewNedbank is seeking a highly skilled Risk Model Validation Expert to join our team in Johannesburg.About the RoleThis is a unique opportunity for a seasoned professional with a strong background in risk modeling and validation to contribute to our organization's goal of best practice models in line with regulations and accounting standards.Key...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    We are seeking a skilled Quantitative Analyst to contribute to our analytical excellence in managing and mitigating financial risks. The ideal candidate will have a background in impairments and a passion for driving financial insights.About the RoleIn this critical role, you will apply your expertise in quantitative analysis and impairments to develop...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    About the RoleWe are seeking an experienced Quantitative Analyst to join our team at Network Recruitment. As a critical member of our dynamic team, you will apply your expertise in quantitative analysis and impairments to develop models and strategies that enhance our financial decision-making processes.Key Responsibilities:Develop and implement quantitative...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    About This OpportunityNetwork Recruitment is seeking a skilled Quantitative Credit and Impairments Analyst to support a leading insurance firm.Key ResponsibilitiesContribute to the development of impairment and regulatory models, including Impairment, Capital (Regulatory & Economic), and Stress Testing models.Perform monthly and periodic portfolio and model...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Key Responsibilities:Support the development of impairment and regulatory type models, including impairment, capital, and stress testing.Perform monthly portfolio monitoring and periodic monitoring of the models.Source, consolidate, and analyse large data sets, utilising strong programming skills and identifying anomalies/trends.Redevelopment or calibration...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    About the RoleWe are looking for an experienced professional to join our dynamic team at Network Recruitment and contribute to our analytical excellence in managing and mitigating financial risks.Key Responsibilities:Develop and implement quantitative models to assess and manage financial impairments.Analyse and interpret data related to credit risk,...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    This is a leading consultancy with a global footprint, offering multinational professional services and ranking as one of the Big 4 Consultancies in South Africa. Their culture celebrates success and outstanding performance.You will be part of the team responsible for the impairment and capital models, such as PD, LGD, and EAD models, and using IFRS9...


  • Johannesburg, Gauteng, South Africa Edge Executives Full time

    The Edge Executives team is seeking a highly skilled Senior Capital Markets Software Analyst to join our ranks. As a key member of our team, you will be responsible for analyzing and developing software systems to meet the complex needs of our clients in the capital markets industry.Key Responsibilities:Provide expert-level analysis of client system...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    A leading Insurance company is seeking a talented Quantitative Credit and Impairments Analyst to contribute to their credit risk strategies and overall success. Key responsibilities include developing and supporting impairment and regulatory type models, performing portfolio monitoring, and analyzing large data sets. The ideal candidate will have a strong...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    {"Role Overview": "Network Recruitment is seeking a talented Quantitative Credit Risk Analyst to work in a dynamic and fast-paced environment.", "Key Responsibilities": "Support the development of impairment and regulatory type models.Perform monthly portfolio monitoring and periodic monitoring of the models.Source, consolidate, and analyse large data...