Financial Analytics Professional

5 days ago


Johannesburg, Gauteng, South Africa Network Recruitment Full time

Job Description:

We are seeking a Financial Analytics Professional to join our team in developing and maintaining credit risk models.

As a key member of our team, you will be responsible for leading the end-to-end model development process, from data collection to implementation and monitoring.

Key Responsibilities:

  • Develop and maintain Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models using Moody's Risk tools.
  • Collaborate with stakeholders to align models with business needs and risk strategies.
  • Provide insights and recommendations to senior management based on model outputs.
  • Ensure adherence to best practices in credit risk model development.

Requirements:

  • Bachelor's degree in Mathematics, Actuarial Science, or Statistics (Honours preferred).
  • 3-5 years of experience in credit risk model development.
  • Strong proficiency in Python, R, and SQL.
  • Experience with Moody's Risk tools.
  • Proven track record of developing PD, LGD, and EAD models.
  • Estimated salary: $120,000 - $150,000 per year, depending on experience and location.


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