Credit Risk Analyst with a passion for quantitative modeling and risk management? Do you have experience in in developing capital and impairment models for credit risk? If so, we want to hear from you A giant in and impairment models. Job Description: As a Senior Analyst in Capital and Impairment Model Development will be an integral part of their Credit Risk Modeling Team. Your primary responsibility will be to design design, build, and maintain sophisticated models that are instrumental in managing credit risk, capital
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 will
make a difference by providing input to the credit models.
Education:
business modelling and simulation, hypothesis generation and testing, machine learning model training requirements and discuss the expected outcomes of modelling/solutions. Partner with business stakeholders strategies. Assist in developing conceptual designs or models to address business requirements. Collaborate understand the business requirements to ensure that the models are delivered in an appropriate manner. Partner existing data analytics solutions (code and/or models), measure quality and identify potential improvements
Communicating prioritised data-driven analyses, modelling, and algorithms. The incumbent manage complex quantitative analytics, statistical analyses, modelling, and machine learning algorithms, as well as data Sustaining High-Quality Data Analyses, Analytics, Modelling, and Algorithms Conducting exploratory data analyses advanced data models (incl. predictive models) and algorithms Using analyses and models to Find and/or inferences Using machine learning for predictive modelling, classification, and clustering Performing &
management, pricing, segmentation, reinsurance models, capital modeling, and reserving. Your duties will include:
and validation of credit risk models for provisioning and capital modeling purposes
company's developmental credit risk and investment risk models and strategies
JHB000064-HRM-1 Purpose of the job: Review and Recommend Models and Strategies: The manager plays a pivotal role company's developmental credit risk and investment risk models and strategies in line with best practice. This Risk Models: Assist in developing, monitoring, reviewing, and maintaining portfolio risk models and IFRS9 IFRS9 models for impairment purposes, focusing on Expected Credit Loss (ECL) and Unexpected Loss (UL) understanding of predictive analytics and financial modelling. Risk quantification: Through predictive analytics
JHB000064-HRM-1 Purpose of the job: Review and Recommend Models and Strategies: The manager plays a pivotal role company's developmental credit risk and investment risk models and strategies in line with best practice. This Risk Models: Assist in developing, monitoring, reviewing, and maintaining portfolio risk models and IFRS9 IFRS9 models for impairment purposes, focusing on Expected Credit Loss (ECL) and Unexpected Loss (UL) understanding of predictive analytics and financial modelling. Risk quantification: Through predictive analytics