A leading insurance company is seeking a talented
Quantitative Credit and Impairments Analyst to join their team. This is your opportunity to work in a dynamic and fast-paced environment, helping shape this companys credit risk strategies and contribute to their overall success.
Duties: - Support and aid the development of impairment and regulatory type models, i.e. Impairment; Capital (Regulatory & Economic); and Stress Testing.
- Perform monthly portfolio monitoring and periodic monitoring of the models.
- Sourcing, consolidating and analysing large data sets, utilizing strong programming skills and identifying anomalies/trends.
- Redevelopment or calibration of EAD, PD, LGD, FLI and models; Impairment reporting; Loan valuation; Portfolio analysis; Model monitoring and reporting; and Model governance.
Job Experience & Skills Required: - Qualifications:
- Completed Degree in Stats/Math/Applied Maths/Financial Risk Management/Data Science/Engineering or related disciplines
- Experience:
- 1-3 years working within Credit, model development and impairments
- R, SQL, Python
- Moodys frontier experience
Apply now!