Economic Capital Strategist
4 days ago
About the Role:
This is an exceptional opportunity to join a talented team as an Economic Capital Analyst, where you will play a pivotal role in managing and analyzing credit investment data. With your analytical expertise and financial acumen, you will provide critical insights into economic capital and inform key investment decisions.
Key Responsibilities:
• Quantitative Credit Analysis: Utilize advanced tools such as Excel and Moodys RiskFrontier to evaluate capital requirements and returns on credit investments.
• Model Development: Develop, validate, and recalibrate internal models to calculate PDs, LGDs, economic capital, and SAM capital metrics as needed.
• Portfolio Management: Conduct comprehensive portfolio analyses to inform management and stakeholders, enhancing decision-making.
• Financial Modeling: Create robust financial models for structured loans, derivatives, and other credit-related instruments.
• Rating Scorecards: Innovate and improve internal ratings scorecards to refine credit risk assessments.
Your Profile:
To succeed in this role, you should possess a BSc (preferably Honours) in Computer Science, Mathematics, Statistics, Applied Mathematics, Physics, or other pure/applied sciences, OR a BCom/BBusSci (preferably Honours) in Actuarial Science, Operations Research, Finance, Economics, or Econometrics. You should also demonstrate a high level of professionalism and attention to detail, strong analytical and technical skills, proficiency in data-driven tasks, and excellent communication skills. This is a commercially focused role that requires you to thrive in high-pressure environments, both independently and as part of a team.
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