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Quantitative Credit Analyst

Johannesburg
Salary: Market Related
Job Type: Permanent
Sectors: Business Management
Reference: NFP014916/AA

Apply before Oct 19 2024 | 6 Days left

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Vacancy Details

Employer: Network Recruitment

Ready to Make a Significant Impact in the Insurance Industry?

A leading insurance company is seeking a talented Quantitative Credit and Impairments Analyst to join their team. This is your opportunity to work in a dynamic and fast-paced environment, helping shape this company’s credit risk strategies and contribute to their overall success.

Duties:

Support and aid the development of impairment and regulatory type models, i.e. Impairment; Capital (Regulatory & Economic); and Stress Testing.
Perform monthly portfolio monitoring and periodic monitoring of the models.
Sourcing, consolidating and analysing large data sets, utilizing strong programming skills and identifying anomalies/trends.
Redevelopment or calibration of EAD, PD, LGD, FLI and models; Impairment reporting; Loan valuation; Portfolio analysis; Model monitoring and reporting; and Model governance.

Job Experience & Skills Required:

Qualifications:

Completed Degree in Stats/Math/Applied Maths/Financial Risk Management/Data Science/Engineering or related disciplines

Experience:

1-3 years working within Credit, model development and impairments
R, SQL, Python
Moody’s frontier experience

Apply now!

For more Actuarial and Analytics jobs, please visit www.networkrecruitment.co.za

If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.

For more information contact:
Adon Abrahams
Senior Specialist Consultant: Actuarial & Analytics
adabrahams@networkfinance.co.za

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About Network Recruitment

Network Recruitment

Network Recruitment is a leading specialist recruitment company in the fields of IT, Finance and Engineering.

Since our establishment in 1987, we have been at the forefront of the specialist recruitment industry. Network Recruitment’s key to success is the focus on delivering superior quality service by developing and maintaining an exclusive focus on sourcing high-calibre skills for medium-sized to JSE-listed companies operating in these three niche sectors across South Africa.

Our experience in permanent and contract-based recruitment enables us to provide you with recruitment solutions that meet your long- and short-term needs.

Network Recruitment is a division of ADvTECH Resourcing, the recruitment arm of the national JSE-listed ADvTECH Limited Group a leader in quality education, training, skills development and placement services.