Quantitative Credit and Impairments Analyst needed at Network Recruitment

Job & Company Description:

• A leading Insurance company is seeking a talented Quantitative Credit and Impairments Analyst to join their team. This is your opportunity to work in a dynamic and fast-paced environment, helping shape this company’s credit risk strategies and contribute to their overall success.

Duties:

• Support and aid the development of impairment and regulatory type models, i.e. impairment, capital (regulatory & economic), and stress testing.
• Perform monthly portfolio monitoring and periodic monitoring of the models.
• Source, consolidate and analyse large data sets, utilising strong programming skills and identifying anomalies/trends.
• Redevelopment or calibration of EAD, PD, LGD, FLI, and models; impairment reporting; loan valuation; portfolio analysis; model monitoring and reporting; and model governance.

 Job Experience & Skills Required:
Qualifications:

• Completed Degree in Stats/Maths/Applied Maths/Financial Risk Management/Data Science/Engineering, or related disciplines

Experience:

• 1-3 years working within credit, model development, and impairments
• R, SQL, and Python
• Moody’s frontier experience