Assistant Manager and Manager: Impairments

Recruiter:

Network Recruitment

Job Ref:

NFP014892/ASl

Date posted:

Tuesday, September 17, 2024

Location:

Johannesburg, South Africa

Salary:

Annually

SUMMARY:
Here is the chance to lead an impairments team and add insight into the credit risk space.

POSITION INFO:
This is a leading consultancy with a global footprint. This company offers multinational professional services and is one of the Big 4 Consultancies in South Africa. They have a culture which celebrates success and outstanding performance.

You will form part of the team responsible for the impairment and capital models (such as PD, LGD, and EAD models) and using IFRS9 standards. You will be leading a team of specialists and provide insight into the credit strategies of banks and companies. You have the chance to make a difference by providing input to the credit models.

Education:

Degree or Honours in a Statistical, Mathematical, or Actuarial field.

Job Experience & Skills Required:

3-8 years credit risk experience.
Credit risk model development or validating or auditing experience.
Model development or validating or auditing experience in impairment models, including PD, LGD, EAD, and IFRS9 model building experience.
Economic capital model development.
Experience with SAS.

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