Quantitative Analyst - Johannesburg
Here is the change to lead an impairments team and add insight into the credit risk space.
Job & Company Description:
This is a leading consultancy with a global footprint. This company offers multinational professional services and is one of the big 4 consultancies in South Africa. They have a culture which celebrates success and outstanding performances.
You will form part of the team responsible for the impairment and capital models such as PD, LGD and EAD models and using IFRS9 standards. You will be leading a team of specialist and provide insight into the credit strategies of banks and companies. You have the chance to make a difference by providing input to the credit models.
Education:
Job Experience & Skills Required:
Apply now!
Apply Now
Job & Company Description:
This is a leading consultancy with a global footprint. This company offers multinational professional services and is one of the big 4 consultancies in South Africa. They have a culture which celebrates success and outstanding performances.
You will form part of the team responsible for the impairment and capital models such as PD, LGD and EAD models and using IFRS9 standards. You will be leading a team of specialist and provide insight into the credit strategies of banks and companies. You have the chance to make a difference by providing input to the credit models.
Education:
- Degree or Honours in a statistical, mathematical or actuarial field
Job Experience & Skills Required:
- 3-8 years credit risk experience.
- Credit risk Model development or validating or auditing exprience
- Model development or validating or auditing experience in impairment models including PD, LGD, EAD and IFRS9 model building experience.
- Economic capital model development
- Experience with SAS
Apply now!
Apply Now
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