OM Bank - Senior Credit Quantitative Analyst: Impairment, Credit & Regulatory Reporting
Pinelands, South Africa
ZAR 576K-624K (estimate) Senior-level Full Time
Tasks
- Analyze historical portfolio data
- Assess impairment drivers and emerging risks
- Automate credit reporting processes
- Conduct backtesting and methodology reviews
- Conduct impairment staging analysis
- Develop impairment models
- Maintain evidence for audit reviews
- Monitor PD/EAD/LGD model performance
- Perform Expected Credit Loss calculations
- Perform macroeconomic sensitivity assessments
- Prepare credit portfolio and impairment reports
- Prepare impairment documentation
- Prepare regulatory reporting outputs
- Present findings to technical stakeholders
- Recalibrate impairment models
- Support stress testing and scenario analysis
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | Credit Risk | Credit Risk Modelling | Credit risk analytics | Data Analysis | Data Manipulation | Data Validation | Data Visualization | Data extraction | EAD | Excel | Expected Credit Loss | IFRS 9 | Impairment modeling | LGD | Macroeconomic Modelling | Macroeconomic Sensitivity | Model Validation | PD | Portfolio monitoring | Power BI | Python | R | Risk Analytics | Risk Modelling | SAS | SQL | Scenario Analysis | Staging Analysis | Stress Testing | Technical documentation
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