Actuarial Modelling Specialist

4 days ago


Johannesburg, Gauteng, South Africa Network Finance. Full time
Actuarial Modelling Specialist

We are seeking an experienced actuarial modelling specialist to join our credit risk team at Network Finance.

In this role, you will be responsible for developing and validating impairment models, including PD, LGD, and EAD models, under the framework of IFRS9 standards.

As a key member of our team, you will work closely with banks and companies to enhance their credit risk management practices and provide strategic input to credit models.

Responsibilities:

  • Develop and validate impairment models, ensuring compliance with regulatory requirements
  • Collaborate with stakeholders to identify areas for improvement in credit risk management practices
  • Design and implement economic capital models
  • Maintain knowledge of industry developments and best practices in credit risk modelling

Requirements:

  • Strong background in actuarial science and mathematical finance
  • Experience in credit risk model development and validation
  • Proficiency in SAS programming and IFRS9 standards


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