Quantitative Analyst

Details of the offer

Are you a data expert with a passion for credit risk modelling ? Were looking for a talented Quantitative Analyst to join an innovative team, where your expertise in PD, LGD, and EAD model development will shape critical risk strategies. Key Responsibilities: Develop and maintain robust Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models. Lead the entire model development lifecycle , from data collection to implementation and monitoring . Validate, back-test, and ensure models meet regulatory standards . Utilize Moodys Risk tools to implement and evaluate model performance. Collaborate with stakeholders to ensure models align with business objectives and risk management strategies . Provide senior management with actionable insights based on model outputs. Monitor and refine models regularly to ensure optimal performance and accuracy . Adhere to industry best practices in credit risk modelling. Qualifications: BSc in Mathematics, Actuarial Science, or Statistics ( Honours preferred). 3-5 years of experience in credit risk model development . Proficiency in Python, R, and SQL . Experience with Moodys Risk tools is essential. Proven track record in developing PD, LGD, and EAD models . Strong analytical skills, with an eye for detail. Ability to work independently and thrive in cross-functional team environments. Take charge in driving innovative credit risk solutions apply today For more Actuarial and Analytics opportunities, visit www.networkrecruitment.co.za . If you dont hear from us within four weeks, please consider your application unsuccessful. We will retain your profile for future opportunities. For more information, contact: Crushen Pietersen Recruitment Consultant cpietersennetworkfinance.co.za


Nominal Salary: To be agreed

Source: Whatjobs_Ppc

Job Function:

Requirements

Senior Research Technologist (R793A) Closing Date: 22 October 2024

GENOMICS PLATFORM(CAPE TOWN OFFICE)The South African Medical Research Council (SAMRC) strives to improve the nation's health and quality of life by funding a...


South African Medical Research Council - Western Cape

Published a month ago

Senior Research Technician (R787A) Closing Date: 30 October 2024

PRIMATE UNIT & DELFT ANIMAL CENTRE(CAPE TOWN OFFICE)The South African Medical Research Council (SAMRC) strives to improve the nation's health and quality of ...


South African Medical Research Council - Western Cape

Published a month ago

Senior Research Technologist (R793A) Closing Date: 22 October 2024

GENOMICS PLATFORM (CAPE TOWN OFFICE) The South African Medical Research Council (SAMRC) strives to improve the nation's health and quality of life by funding...


Samrc - Western Cape

Published a month ago

Senior Research Associate (German Speaker)

Registered office address: 9 Appold Street, London, EC2A 2AP.Registered in England and Wales ICSG Ltd trading as Acacium GroupCompany registration number 726...


Acacium Group - Western Cape

Published a month ago

Built at: 2024-11-12T13:47:37.621Z