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Credit Risk Quant
Network RecruitmentJohannesburg, South Africa20 days ago
Job descriptionHonours or Masters Degree in a quantitative field such as Mathematics, Statistics, Actuarial Science, or similar. Recent graduate or up to 3 years experience in a quantitative, credit risk-related role. Strong communication skills, with the ability to explain technical concepts clearly to technical and non-technical stakeholders. Experience with SAS or similar analytical systems would be advantageous.
Key Responsibilities :
- Support with reviewing and developing credit risk models for impairment (IAS 39 or IFRS 9) and capital modelling.
- Assist on strategic credit risk engagements to strengthen clients credit risk management capabilities.
- Contribute to capital and balance sheet management projects, including ICAAP, risk appetite, and economic capital modelling.
- Work closely with a broad client base across the financial services industry, engaging with stakeholders at various levels.
Job Experience and Skills Required :
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Credit • Johannesburg, South Africa
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