Quantitative Specialist: Credit Impairments

 

Recruiter:

Fempower

Job Ref:

PT007247/LM

Date posted:

Friday, March 25, 2022

Location:

Centurion, South Africa


JOB SUMMARY:
Our prestigious client in the Public finance sector, has an EE opportunity available for a Quantitative Specialist: Credit Impairments to be based in the Centurion area. This will be a FTC for 12 months.

JOB DESCRIPTION:

Requirements:
  • B Degree in Applied Mathematics, and/or Statistics/ Accounting
  • 3 year’s experience in Quantitative Analyst in a credit granting environment and in financial markets
  • 2-3 year’s experience in Statistical Software
  • SAS Programming/ Statistical software
  • Microsoft Office
  • BASEL
  • IFRS (relevant standards)
  • Data Analysis
  • Financial Risk Management Principles
KPAs:
  • Analyses various segments of the portfolio to determine their impact on the loan loss provisions
  • Maintain database on defaults and assist in the design, development, implementation, and maintenance of data structures and data extracts to support comprehensive data collection, loading, and extraction for complex analyses
  • Enhancement of Loss Given Defaults (LGD) models (loss database, collateral haircuts)
  • Develops statistical analytical models to analyse the portfolio
  • Maintain database on SLA partners
  • Develops and performs processes for model monitoring
  • Perform routine analysis for model performance monitoring and model review, maintaining current model inventory for validation and audit compliance
Please note should you not receive a response within 7 business days of applying, you may consider your application as being unsuccessful.

 

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