Quantitative Credit Risk Analyst

2 weeks ago


Centurion, Gauteng, South Africa Network Recruitment Full time
Job Title: Quantitative Credit Analyst

We are seeking a highly skilled Quantitative Credit Analyst to join our team at Network Recruitment. As a member of our Quantitative Analytics and Liquidity Risk Management team, you will play a key role in developing sophisticated models and solutions that drive effective credit risk management.

Key Responsibilities:

1. Credit Risk Modelling: Develop and implement credit risk models to measure Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) across various portfolios.

2. Quantitative Tools Design: Design quantitative tools for stress testing and scenario analysis on the credit portfolio, ensuring accurate risk assessment.

3. Automation and Reporting: Lead efforts in automation of credit risk measurement and reporting processes using programming tools like Python, SQL, and Visual Basic.

4. Credit Risk Analysis: Perform credit risk analysis on large, complex transactions, providing insights into risk exposure and mitigation strategies.

5. Stakeholder Engagement: Engage with internal stakeholders to develop and maintain risk policies, ensuring compliance with regulatory standards and internal governance.

6. Risk Monitoring: Monitor credit risk metrics, identify potential portfolio risks, and escalate issues to senior management when necessary.

Requirements:

1. Qualifications: PhD, Masters, or Honours Degree in a quantitative discipline (Finance, Mathematics, Statistics, etc.).

2. Experience: 5+ years of experience in credit risk modeling and quantitative finance.

3. Skills: Proficiency in financial mathematics, credit risk analysis, and programming (Python, SQL, Visual Basic).

4. Knowledge: Strong understanding of credit portfolio management, credit risk metrics, and regulatory frameworks (e.g., Basel III).



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