Strategic Risk Modeling Analyst
7 days ago
At Network Recruitment, we're seeking a skilled Strategic Risk Modeling Analyst to join our dynamic Credit Risk team. With a strong background in mathematics and statistics, you'll develop and validate cutting-edge credit risk models using statistical and machine learning techniques.
Key Responsibilities:- Develop and validate credit risk models (PD, LGD, EAD) using advanced statistical and machine learning techniques.
- Analyze portfolio performance and identify key risk drivers to inform decision-making.
- Collaborate with stakeholders across business units to implement risk strategies aligned with regulatory requirements and business objectives.
- Conduct stress testing and scenario analysis to ensure resilience across economic conditions.
You'll be working closely with our expert team to provide actionable insights from data and contribute to risk mitigation initiatives. If you have a passion for numbers and problem-solving, this role is an excellent opportunity to grow your career.
Requirements:- Bachelor's degree in Mathematics, Statistics, Actuarial Science, or a related field; advanced degrees are a plus.
- Proficiency in tools like Python, R, SAS, SQL, or MATLAB.
- Strong understanding of credit risk frameworks and regulations (e.g., Basel, IFRS 9).
- Excellent analytical and problem-solving skills with attention to detail.
- Able to work in a fast-paced environment and deliver high-quality results.
We estimate the salary for this position to be around R1,200,000 - R1,800,000 per annum, depending on experience and qualifications. If you're a motivated and detail-oriented individual with a strong academic background, we encourage you to apply for this exciting opportunity.
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