Quantitative Credit Analyst

1 week ago


Cape Town, Western Cape, South Africa Network Recruitment Full time
Quantitative Credit and Impairments Analyst

A leading insurance company is seeking a talented Quantitative Credit and Impairments Analyst to contribute to their credit risk strategies and overall success.

Key Responsibilities:
  • Support the development of impairment and regulatory type models, including Impairment, Capital, and Stress Testing.
  • Perform monthly portfolio monitoring and periodic monitoring of the models.
  • Analyse large data sets, utilizing strong programming skills and identifying anomalies/trends.
  • Redevelop or calibrate EAD, PD, LGD, FLI, and models, as well as Impairment reporting, Loan valuation, Portfolio analysis, Model monitoring and reporting, and Model governance.
Requirements:
  • Completed Degree in Stats/Math/Applied Maths/Financial Risk Management/Data Science/Engineering or related disciplines.
  • 1-3 years of experience working within Credit, model development, and impairments.
  • Proficiency in R, SQL, and Python.
  • Moodys frontier experience.

Network Recruitment is committed to finding the best talent for this role. If you are interested in this opportunity, please apply directly.



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