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.
- Source, consolidate and analyse large data sets, utilising 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.
Take the next step and apply with Robyn today!
Job Experience & Skills Required: - Qualifications:
- Completed Degree in Stats/Maths/Applied Maths/Financial Risk Management/Data Science/Engineering, or related disciplines
- Experience:
- 1-3 years working within credit, model development, and impairments
- R, SQL, and Python
- Moodys frontier experience
