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.

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

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