Quant Analyst - Credit Risk Modeller
Salary ZAR800000 - ZAR1000000 per annum
Consultant Kirsten Carabott
Date posted 15 February 2019 2019-02-152019-04-16 financial-services Johannesburg Gauteng ZA ZAR 800000 1000000 1000000 YEAR Robert Walters https://www.robertwalters.co.za
A prestigious Financial Services Organisation in Johannesburg is looking for Credit Risk Modeller to join their Analytics & Data Science Team , in a hands on Model Development role across PD,LGD and EAD Model Development .
This is a Specialist Modelling role, where you will be extensively involved in the development of PD,LGD and EAD models from both a business and profitability perspective.
Key responsibilities in the Quant Analyst - Credit Risk Modeller role will include:
- The development of quantitative analytics products and models within a specified framework ( PD, LGD,EAD)
- Assistance with the entire model value chain – from development to implementation. (IFRS9, Impairments etc)
- Optimising business processes, recommending enhancements and provide information to inform strategic decisions through statistical modelling.
- Data processing & engineering.
- Presentation of business intelligence to various segment heads and stakeholders.
A successful application in the Quant Analyst - Credit Risk Modeller role will include:
- Qualification (Maths, Stats, Engineering, Computer Sciences, Econometrix, Physics, Actuarial Science . ( Academic Records will be requested as part of the application process)
- Model development skills ( Front to Back), as well as model implementation experience is essential.
- Excellent coding skills in SAS,SQL with Qlikview & Di-Studio being advantageous.
- 8 years of relevant experience in financial services & model development
- EE preferential role.
Please click to apply , should you meet the requirements !