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

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

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