Our client is seeking an experienced Credit Risk Modelling Specialist in Cape Town The ideal candidate will possess a deep understanding of credit risk modelling methodologies, statistical analysis, and the developments, and emerging trends in credit risk modelling. Audit Support. Provide expertise and support Conduct comprehensive reviews of existing credit risk models as part of the external audit team. Collaborate Advisory services Develop and enhance credit risk models for clients, ensuring amongst others, compliance
providing analytical inputs into financial and risk models. We are primarily looking for Quantitative Analysts implementation and optimisation of credit and operational risk models (Basel II regulatory capital models, impairments) operational risk evaluation, including qualitative and quantitative approaches, as well as modelling, analytics exposure preferable Knowledge: Building credit risk models including scorecard development Regulatory landscape Banking knowledge and exposure Market Risk and Financial Modelling knowledge Data mining and analytics
providing analytical inputs into financial and risk models. We are primarily looking for Quantitative Analysts implementation and optimisation of credit and operational risk models (Basel II regulatory capital models, impairments) operational risk evaluation, including qualitative and quantitative approaches, as well as modelling, analytics exposure preferable Knowledge: Building credit risk models including scorecard development Regulatory landscape Banking knowledge and exposure Market Risk and Financial Modelling knowledge Data mining and analytics
regulatory standards.
years credit risk experience.
years credit risk experience.
years credit risk experience.
years credit risk experience.
years credit risk experience.
Requirements: