Senior Analyst: Capital and Impairment Model Devel - Johannesburg
Network Finance Alpha
Reference: NFP013724-RDL-1Are you a highly skilled Credit Risk Analyst with a passion for quantitative modeling and risk management? Do you have experience in developing capital and impairment models for credit risk? If so, we want to hear from you A giant in the financial services industry is looking for a Senior Analyst to join their dynamic team and contribute to the development of crucial capital and impairment models. Job Description:As a Senior Analyst in Capital and Impairment Model Development, you will be an integral part of their Credit Risk Modeling team. Your primary responsibility will be to design, build, and maintain sophisticated models that are instrumental in managing credit risk, capital allocation, and impairment assessments.Key Responsibilities: Develop and maintain credit risk models to support capital allocation and impairment assessments Apply quantitative skills to ensure the accuracy and robustness of the models Collaborate with cross-functional teams to understand business requirements and align models with regulatory and internal guidelines Monitor and update models to reflect changes in the business environment and regulatory requirements Perform quantitative analysis to support risk management and decision-making processes Qualifications: Bachelor's degree in a relevant field (e.g., Finance, Mathematics, Statistics, Economics) Job Experience & Skills Required: 3 years of hands-on experience in developing capital and impairment models (including PD, LGD and EAD models) Strong background in credit risk modeling and risk management Excellent quantitative skills, including statistical modeling and data analysis Proficiency in programming languages (e.g., R, Python) and relevant software tools Knowledge of regulatory requirements related to capital and impairment models (e.g., IFRS 9) Strong communication and teamwork skills Apply now For more Quantitative and Analytics 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. R 800 000 - R 1 100 000
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