Quantitative Analyst: Credit and Impairment

Are you a detail-oriented analyst with a knack for developing and managing sophisticated financial models? Were seeking a skilled professional to lead the development, analysis, and maintenance of impairment and loan valuation models for a retail portfolio. Key Responsibilities: Model Development & Calibration : Redevelop and calibrate models for EAD, PD, LGD, FLI, including impairment reporting and loan valuation. Portfolio Analysis : Conduct in-depth analysis and monitoring of portfolios to drive strategic decision-making. Model Governance : Ensure rigorous model monitoring, governance, and accurate reporting. Data Analysis : Source, consolidate, and analyze large datasets using advanced programming skills, identifying anomalies and trends. Technical Documentation : Maintain comprehensive technical documentation of modeling methodologies. Communication : Present analytical results clearly to both technical and non-technical stakeholders. Regulatory & Impairment Models : Support the development of impairment, regulatory capital, and stress testing models. Vision & Strategy : Contribute strategically to shaping practices and improving risk-based profitability. Competencies: Proficiency in big data manipulation and management. Strong skills in data interpretation , process automation , and coding in statistical packages. Ability to document methodologies , multitask , and challenge ideas . Minimum Criteria: Degree in Stats , Math , Applied Maths , Financial Risk Management , Data Science , Engineering , or related fields. 1-3 years of experience in credit, model development, impairment, or regulatory capital environments. Experience with R , SQL , MATLAB , SAS , and Python is advantageous. Take the next step in your career and apply now Visit www.networkrecruitment.co.za for more Actuarial and Analytics opportunities. If you havent received a response within four weeks, please consider your application unsuccessful. Your profile will be retained for future opportunities. For more information, contact: Crushen Pietersen Recruitment Consultant cpietersennetworkfinance.co.za

Location: Cape Town Region, ZA

Posted Date: 9/19/2024