Quantitative Analyst Impairments

4 days ago


Johannesburg, Gauteng, South Africa Network Finance. Full time
About the Role

We are seeking a seasoned quantitative analyst to lead our impairments 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:

  • Lead the development and validation of impairment models
  • 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 statistics, mathematics, or actuarial science
  • Experience in credit risk model development and validation
  • Proficiency in SAS programming and IFRS9 standards


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