Impairment Modeling and Validation

SUMMARY:
Here is the chance to lead an Impairments Team and add insight into the credit risk space.

POSITION INFO:
Job & Company Description:
This is a leading consultancy with a global footprint. The 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 performance.

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 includes the development and validation of models and advising companies of their credit risk processes.

There are 4 different level positions namely: Junior, Senior, Assistant Manager and Manager positions.

Education:

• Honours Degree in a Statistical, Mathematical or Actuarial field

• 4-8 years credit risk experience.
• Credit risk model development or validating model.
• Model development experience in impairment models including PD, LGD, EAD and IFRS9 model building experience.
• Economic capital model development.
• Experience with SAS.

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