Are you passionate about credit risk analysis and portfolio modeling? Our client, a leader in financial services, is looking for a skilled
Economic Capital Analyst
to manage and analyze credit investment data, providing critical insights into economic capital and investment strategies.
About the Role:
As an Economic Capital Analyst, you will oversee the analysis and interpretation of portfolio data for a diverse range of credit investments, including South African corporates, municipalities, state-owned entities, leveraged buy-outs, project finance, property, securitisation transactions, and developed market credit. This role requires a blend of technical expertise and financial acumen to inform key investment decisions.
Key Responsibilities:
Quantitative Credit Analysis:
Use advanced tools like Excel and Moodys RiskFrontier to evaluate capital requirements and returns on credit investments.
Model Development:
Build, validate, and recalibrate internal models to calculate PDs, LGDs, economic capital, and SAM capital metrics as needed.
Portfolio Management:
Conduct meaningful portfolio analyses to inform management and stakeholders, enhancing decision-making.
Financial Modeling:
Develop robust financial models for structured loans, derivatives, and other credit-related instruments.
Rating Scorecards:
Innovate and improve internal ratings scorecards to refine credit risk assessments.
Your Profile:
Qualifications:
BSc (preferably Honours) in Computer Science, Mathematics, Statistics, Applied Mathematics, Physics, or other pure/applied sciences, OR
BCom/BBusSci (preferably Honours) in Actuarial Science, Operations Research, Finance, Economics, or Econometrics.
Competencies:
High level of professionalism and attention to detail.
Strong analytical, technical, and problem-solving skills.
Proficiency in data-driven tasks and financial modeling.
Exceptional communication skills and the ability to deliver insights effectively.
Commercially focused and client-oriented mindset.
Thrives in high-pressure environments, both independently and in teams.
