Impairment Modeling and Validation

Recruiter:

Network Recruitment

Job Ref:

NFP011164/ASl

Date posted:

Monday, July 4, 2022

Location:

Johannesburg, South Africa

Salary:

400 000

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

JOB DESCRIPTION:

Job & Company Description:
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 performances.

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. This include the development and validation of models and advising companies of their credit risk processes

Their are 4 different level positions namely: Junior, Senior, assistant manager and Manager position

Education:

Honours degree in a statistical, mathematical or actuarial field

Job Experience & Skills Required:

2-8 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

NB! This job is now closed. You can apply for other jobs by uploading your CV.

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