for the impairment and capital models (such as PD, LGD and EAD models) and using IFRS9 standards. You
make a difference by providing input to the credit models.
Education:
for the impairment and capital models (such as PD, LGD and EAD models) and using IFRS9 standards. You make a difference by providing input to the credit models. Education: Honours Degree in a Statistical, Mathematical risk model development or validating models. Model development experience in impairment models including including PD, LGD, EAD and IFRS9 model building experience. Economic capital model development. Experience with
for the impairment and capital models (such as PD, LGD and EAD models) and using IFRS9 standards. You make a difference by providing input to the credit models. Education: Honours Degree in a Statistical, Mathematical risk model development or validating models. Model development experience in impairment models including including PD, LGD, EAD and IFRS9 model building experience. Economic capital model development. Experience with
Test and maintain pricing tools Ensure pricing models are appropriately calibrated and used appropriately Syndicate). Manage and contribute to the annual capital model parametrisation process (Underwriting / Premium conjunction with Group Risk Management, Capital Modelling Team, and Underwriters. Development and maintenance monitoring and feedback of Underwriter Adjustments, plus pricing strength (adequacy) against the long-term manage a small team of Pricing analysts and/or Cat modellers within few months after the hiring if the situation
Test and maintain pricing tools Ensure pricing models are appropriately calibrated and used appropriately Syndicate). Manage and contribute to the annual capital model parametrisation process (Underwriting / Premium conjunction with Group Risk Management, Capital Modelling Team, and Underwriters. Development and maintenance monitoring and feedback of Underwriter Adjustments, plus pricing strength (adequacy) against the long-term manage a small team of Pricing analysts and/or Cat modellers within few months after the hiring if the situation
analytics.
in the 1970s, our client flourishes as a medium-sized manufacturing firm nestled in Johannesburg's
or related field. MBA or CFA certification is a plus.
finance, or a related field. CIMA Qualified is a BIG Plus Experience: 3 years of experience in cost accounting software and Excel. Experience with financial modeling, forecasting, and budgeting. Skills & Competencies:
a related field.