Credit Analytics and Modelling Specialist

An independent consulting firm with operations is seeking a Credit Analytics and Modelling Specialist

We require a candidate with:

• Relevant experience (3+ yrs) with the development, validation and implementation of credit risk models spanning
• regulatory capital (A-IRB/RWA – PD, LGD, EAD) and impairments (IFRS9 – lt. ECL), across wholesale credit
• portfolios, such as Corporate, Specialised Lending, Bank and Sovereign portfolio
• A strong understanding of wholesale banking portfolios and operations such as the corporate credit process
• Strong analytical skills and a post graduate qualification in a quantitative discipline (e.g. statistics, actuarial science, financial mathematics, applied mathematics)
• Applied working experience with developing and using programming languages (e.g. SAS, Matlab, R, Python) and data structures
• Strong presentation skills and an ability to effectively and credibly communicate with senior stakeholders and non - technical stakeholders
• Experience with the delivery of high-priority projects and activities, under pressurized conditions
• Experience with leading more junior team members with the execution of project tasks

Should you meet the requirements for this position, please email your CV to ***email_hidden*** You can also contact the finance team on 010 753 3180 or alternatively you can visit our website www.stand-outstaffing.co.za

Should you not hear from us within 3 days, please consider your application unsuccessful.