Quantitative Specialist: Credit Impairments (12 Months Fixed Term Contract)

Recruiter:

Kamo Placements

Job Ref:

JHB000867/m

Date posted:

Monday, March 28, 2022

Location:

Centurion, South Africa

Salary:

Annually

JOB SUMMARY:
Ensures that credit impairment model development, adheres to consistency and quality standards, and follow the guidance of corporate policies and procedures and regulatory requirements

JOB DESCRIPTION:

JOB DESCRIPTION
Develop and Runs Impairment (Expected Loss) Models

Develop diagnostic method to quantify changes in provision due to both external and internal
Changes to credit risk environment.
Provides information to both internal and external auditors to ensure their accurate understanding and analysis of the asset portfolio

General modelling responsibilities

Develops and performs processes for model monitoring.
Completes testing on model assumptions, theory, empirical evidence, implementation and limitations.
Perform routine analysis for model performance monitoring and model review, maintaining current model inventory for validation and audit compliance.

General Reporting & Research

Prepare reports and presentations, delivering information for use in Executive level reports and financials
Write or assist in the drafting of ad hoc and recurring reports.
Work closely with subject matter experts to understand and interpret data.

JOB REQUIREMENTS

Preferred Minimum Education and Experience

B Degree in Applied Mathematics, and / or Statistics / Accounting
3 years Quantitative Analyst in a credit granting environment and in financial markets.
2 - 3 years’ experience in Statistical Software

Critical Competencies

SAS Programming/ Statistical software 4
Microsoft Office 5
BASEL 3
IFRS (relevant standards) 4
Data Analysis 5
Financial Risk Management Principles

NB! This job is now closed. You can apply for other jobs by uploading your CV.

Similar jobs you might be interested in:

Actuarial Pricing Analyst
Location: Johannesburg
Salary:
Ready to price the future? Join a team that’s blending actuarial science with cutting-edge AI to transform how short-term insurers think about risk and pricing. If you’re passionate about numbers, models, and innovation, then this one’s for you.
2 days ago

Actuarial | Analytical | Quantitative Specialists
Location: Johannesburg
Salary:
2 days ago

Application Scoring Specialist
Location: Johannesburg
Salary:
Application Scoring specialistAre you the kind of person who can take messy data, see patterns in the chaos, and build models that actually move the needle? Then this might be your next big career move. We’re looking for a sharp, strategic, and commercially savvy Application Scoring specialist — a data-driven problem solver who knows how to turn credit data into business gold.If you li...
2 days ago

Credit Risk Specialist (Senior Consultant / Assistant Manager)
Location: Pretoria
Salary:
credit Risk Senior Consultant / Assistant Manager Ready to put your credit risk expertise to work where analytics meets innovation? We’re looking for a driven credit Risk specialist (Senior Consultant / Assistant Manager) who thrives on solving complex problems and designing smarter financial models that shape how leading institutions make decisions. This is your chance to join a collaborati...
3 days ago

Data Analytics
Location: Johannesburg
Salary:
You’ve built the skills. You’ve done the work. Now it’s time to find a role that matches your ambition. If you’re a data or analytics professional who’s ready for something bigger — the kind of role where your ideas matter and your impact is visible — let’s make it happen.
4 days ago

Application Scoring Specialist
Location: Johannesburg
Salary:
Do you dream in data and think in probabilities? Here’s your chance to turn that analytical superpower into impact! We’re looking for a creative and technically brilliant Application Scoring specialist who can build predictive models that shape smarter, faster, and fairer lending decisions. This is not a tick-box modelling role — it’s your chance to lead innovation in credi...
5 days ago

Head of Home Loans Collections
Location: Johannesburg
Salary:
Are you ready to lead the data transformation journey for a leading alternative risk and insurance provider? This is a strategic executive role for a visionary data leader who can bridge business and technology, drive enterprise data governance, and enable insight-driven decision-making across complex business environments.
6 days ago

Actuarial Analyst
Location: Johannesburg
Salary:
Are you a numbers-driven innovator ready to turn data into strategy? This is your chance to join a fast-paced environment where actuarial insight, analytics, and innovation meet. Step into a role where your research and modelling skills directly shape new products, drive market growth, and influence strategy at an executive level.
9 days ago

Life Insurance Manager
Location: Johannesburg
Salary: Market Related
Are you an experienced Life Actuary with a passion for delivering high-impact solutions in the financial services sector? This is an exciting opportunity to join a dynamic and specialised consultancy working with top-tier banks and insurers to solve complex actuarial and risk challenges. If you’re looking for a stimulating environment where your expertise truly makes a difference, this role ...
9 days ago

Credit Risk Senior Consultant
Location: Johannesburg
Salary: Annually
Are you the go-to expert for credit risk models, IFRS 9 frameworks, and data-driven decision-making? Here’s your chance to join a leading advisory team shaping the future of financial risk across Africa.
10 days ago

Quantitative Specialist: Credit Impairments (12 Months Fixed Term Contract)

Similar jobs you might be interested in:

Create a free job alert for Quantitative Specialist: Credit Impairments (12 Months Fixed Term Contract) in Centurion