Quantitative Analyst: Impairments

Job Reference: NFP -ASl-1

Here is the chance to lead an impairments team and add insight into the credit risk space.

Duties & Responsibilities

Job & Company Description:
This is a leading consultancy with a global footprint. The company offers multinational professional services and is 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 the impairment and capital models (such as PD, LGD, and EAD models) and using IFRS9 standards. You will be leading a team of specialists and provide insight into the credit strategies of banks and companies. You have the chance to make a difference by providing input to the credit models.

Education:

1. Honours Degree in a Statistical, Mathematical or Actuarial field

Job Experience & Skills Required:

1. 2 to 5 years credit risk...