Impairment Modeling and Validation

 

Recruiter:

Network Recruitment

Job Ref:

NFP011289/ASl

Date posted:

Thursday, July 14, 2022

Location:

Johannesburg, South Africa

Salary:

450 000


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

JOB DESCRIPTION:

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

 

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


 

 

 

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