Impairment Modeling and Validation

Recruiter:

Network Recruitment

Job Ref:

NFP014879/ASl

Date posted:

Thursday, September 12, 2024

Location:

Johannesburg, South Africa

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

POSITION INFO:
Job & Company Description:
This client is a leading consultancy agency with a global footprint. They offer multinational professional services and are 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 impairment and capital models, such as PD, LGD and EAD models, and using IFRS9 standards. This includes the development and validation of models and advising companies of their credit risk processes.

There are 4 different level positions available, namely Junior, Senior, Assistant Manager and Manager roles.

Education:

Honours Degree in a Statistical, Mathematical or Actuarial field

Job Experience & Skills Required:

2 to 6 years’ credit risk experience
Credit risk model development or validating models
Model development experience in impairment models, including PD, LGD, EAD and IFRS9 model building experience
Economic capital model development
Experience with SAS

Apply now!

For more credit risk/quantitative or actuarial jobs email

If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.

For more information contact:
Alet Slabber
Specialist Consultant: Actuary and credit risk

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