Quantitative Specialist: Credit Impairments
1 week ago
Gauteng
,
Centurion
Our prestigious client in the Public finance sector, has an EE opportunity available for a Quantitative Specialist: Credit Impairments to be based in the Centurion area. This will be a FTC for 12 months.
**Requirements**:
- B Degree in Applied Mathematics, and/or Statistics/ Accounting
- 3 year’s experience in Quantitative Analyst in a credit granting environment and in financial markets
- 2-3 year’s experience in Statistical Software
- SAS Programming/ Statistical software
- Microsoft Office
- BASEL
- IFRS (relevant standards)
- Data Analysis
- Financial Risk Management Principles
KPAs:
- Analyses various segments of the portfolio to determine their impact on the loan loss provisions
- Maintain database on defaults and assist in the design, development, implementation, and maintenance of data structures and data extracts to support comprehensive data collection, loading, and extraction for complex analyses
- Enhancement of Loss Given Defaults (LGD) models (loss database, collateral haircuts)
- Develops statistical analytical models to analyse the portfolio
- Maintain database on SLA partners
- Develops and performs processes for model monitoring
- Perform routine analysis for model performance monitoring and model review, maintaining current model inventory for validation and audit compliance
For more information please contact:
Livhuwani Mukhithi
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