12 Oct
Johannesburg - 4 hours ago
Johannesburg
Salary: R500 000 per year
Key Responsibilities:Assist in the development of impairment and regulatory models, including Impairment, Capital (Regulatory & Economic), and Stress Testing models.Conduct monthly and periodic portfolio and model monitoring.Analyze large datasets, utilizing programming skills to identify trends and anomalies.Redevelop or calibrate EAD, PD, LGD, FLI models, handle impairment reporting, loan valuations, portfolio analysis, and oversee model governance and monitoring.Required Skills & Experience:A completed degree in Statistics, Mathematics, Applied Maths, Financial Risk Management, Data Science, Engineering,
or related fields.1-3 years of experience in credit, model development, and impairments.Proficiency in R, SQL, Python, and Moodys Frontier.
▶️ Quantitative Analyst: Credit Risk
🖊️ Johannesburg - 4 hours ago
📍 Johannesburg