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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!
For more
share this job on whatsappSenior Data Scientist NEW
Durban
50000 Monthly
trong>
Data Analysis and Modelling:
- Develop and deploy machine machine learning and artificial intelligence models and algorithms to extract insights, predict outcomes data pipelines to prepare and clean data for modelling
- Work with data engineering teams to ensure
Model Evaluation and Deployment:- Evaluate model performance and and fine-tune models for improved accuracy
- Deploy models in production environments and monitor
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reporting Developing and maintaining financial models, dash boards, trend analysis Budgeting and forecasting experience is essential Financial and Pricing Modelling is required Python– would be advantageous. R 800000
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