Quantitative Specialist: Credit Impairments

Application questions you should be able to respond to:
Application Questions
Qualifications
Please indicate your area of specialisation.
Please indicate your highest qualification achieved.

Experience
How many years of experience do you have as Quantitative Analyst in a credit granting environment and in financial markets?
Which Statistical software have you used?
How many years of experience do you have in Statistical software?
How many years of experience do you have in Financial Institution / Banks?
How many years of experience do you have in building and maintaining credit, capital & funding models?
How many years of experience do you have in managing financial models?

Location: Centurion
Purpose: * Develop and Runs Impairment (Expected Loss) Models
* Development and/or implementation of statistical models to implement the IFRS9 Credit impairment models
* Develop diagnostic method to quantify changes in provision due to both external and internal
*Changes to credit risk environment.
*Integration of enterprise wide stress testing requirements into the IFRS9 Credit Impairment model and to determine the potential impact on impairment provisions
*Provides information to both internal and external auditors to ensure their accurate understanding and analysis of the asset portfolio
*Develops statistical analytical models to analyse the portfolio, including quantitative analysis, probability analysis, regression analysis, migration analysis, etc.
* Analyses various segments of the portfolio to determine their impact on the loan loss provisions.
Salary: R 60 000 per month
Package: R 780 000 tctc
Country: ZA

Minimum requirements:

• B Degree in Applied Mathematics, and / or Statistics / Accounting

• 3 years’ experience in Quantitative Analyst in a credit granting environment and in financial markets.

• 3-2 years’ experience in Statistical Software

• SAS Programming/ Statistical software 4

• Microsoft Office 5

• BASEL 3

• IFRS (relevant standards) 4

• Data Analysis 5

 • Financial Risk Management Principles

• Travel as and when required. • Extended hours as and when required.

 

Additional comments:

 

 

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