Quantitative Risk Specialist - Johannesburg
Network Finance.
Reference: NFP013764-SHb-1We have an exciting role at one of the biggest insurers in Africa for a Quantitative Risk Specialist in Balance Sheet Management. Those sheets need balancing This is a fantastic opportunity to get broad exposure in BSM and have a birds eye view of risk types such as Credit Risk, Investment Credit, Capital Management and Market Risk. You will be tasked with the following: Implement various credit risk aggregation tools such as Economic Capital and Earnings at Risk for financial planning Calculate aggregated credit risk exposure across the group Provide strategic inputs to the credit risk model approval committee with a specific focus on investment and retail credit Qualifications and Experience Required: Honours degree in Finance, Financial Engineering, Maths, Stats, Actuarial Science or Investment/Risk Management 5 years experience in a banking environment with in-depth exposure in developing and maintaining credit risk models (PD, LGD, EAD) for retail or investment products Working knowledge of Economic Capital Modelling For more Finance jobs, please visit www.networkrecruitment.co.za If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions. For more information contact:Shaunaline BaatjiesSpecialist Consultant: Actuarial & Analyticssbaatjiesnetworkfinance.co.za
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