Impairment Modeling and Validation - Johannesburg
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. This include the development and validation of models and advising companies of their credit risk processes
Their are 4 different level positions namely: Junior, Senior, assistant manager and Manager position
Education:
Job Experience & Skills Required:
Apply now!
For more credit risk/quantitative or actuarial jobs email Apply Now
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. This include the development and validation of models and advising companies of their credit risk processes
Their are 4 different level positions namely: Junior, Senior, assistant manager and Manager position
Education:
- Honours degree in a statistical, mathematical or actuarial field
Job Experience & Skills Required:
- 2-6 years credit risk experience.
- Credit risk Model development or validating models
- Model development experience in impairment models including PD, LGD, EAD and IFRS9 model building experience.
- Economic capital model development
- Experience with SAS
Apply now!
For more credit risk/quantitative or actuarial jobs email Apply Now
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