Advanced Financial Modeler: Credit Portfolio Specialist

4 days ago


Cape Town, Western Cape, South Africa Network Recruitment Full time

**Job Summary**

We are seeking an experienced Quantitative Analyst: Economic Capital to join our team at Network Recruitment.

As a key member of our Credit Portfolio Management function, you will play a crucial role in analyzing and modeling credit and financial data for both existing and new credit assets. Your expertise in credit instruments will be instrumental in building, maintaining, validating, and recalibrating internal models used to generate PDs, LGDs, economic capital metrics, and SAM capital metrics to guide investment decisions.

The ideal candidate will have a strong background in 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.

**Key Responsibilities:**

  • Performing quantitative credit investment analysis using Excel-based tools and Moodys RiskFrontier to assess capital and returns.
  • Developing and enhancing internal ratings scorecards.
  • Conducting portfolio analysis to provide actionable insights for management and stakeholders.
  • Building financial models for structured loans, derivatives, and other credit instruments.

**Qualifications and Experience:**

To succeed in this role, you will need a B.Sc. (preferably Honours) with majors in one or more of the following: Computer Science, Applied Mathematics, Mathematics, Statistics, Physics, or other Pure/Applied Science. Alternatively, a B.Com/B.Bus.Sci. (preferably Honours) with majors in Actuarial Science, Operations Research, Finance, Economics, or Econometrics would be suitable.

**Salary Range:** R800,000 - R1,200,000 per annum.

**Location:** South Africa.

**Key Competencies:**

  • Professionalism and a proactive approach.
  • Strong planning, organizational, and analytical skills.
  • Exceptional attention to detail and affinity for data-driven tasks.
  • Problem-solving mindset.
  • Strong communication skills (both written and verbal).
  • Ability to work independently and as part of a team.
  • Commercial focus and client service orientation.
  • Resilience under pressure.


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