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Last 7 days
Quantitative Analyst: Impairments
Johannesburg
Annually
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 experience.
- Credit risk model development or validating models.
- Model development experience in in impairment models including PD, LGD, EAD, and IFRS9 model building experience.
- Economic capital capital model development.
- Experience with SAS.
Apply now!
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