Top quality Investment team is looking to fill a ey Quantitative Credit Risk Analyst role. Cape Town based.
The role plays a strategic role in the business, with focus on a credit cap modelling and analysis, process oversight and the development of scoring and valuation methodologies.
The team is also responsible for calculating the capital requirements for all the other risk types in the company’s proprietary portfolio and to combine this as a total diversified capital requirement.
Broadly, some key areas include :
This role requires the following :
Suits a smart, experienced professional, motivated with high energy levels and the ability to show initiative and think creatively.
And technically, someone with a strong understanding and appreciation of statistical concepts / distributions / limitations of statistical models