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Johannesburg
etc.) for retail and investment portfolios.
• Moodys Risk Frontier experience is essential for aggregating and analyzing credit exposures across portfolios.
• Expertise in Economic Capital Modeling and tools for aggregating credit risk exposures across...
Network Recruitment-Johannesburg
/Engineering, or related disciplines
• Experience:
• 1-3 years working within credit, model development, and impairments
• R, SQL, and Python
• Moodys frontier experience...
Johannesburg
Responsibilities:
• Quantitative Credit Analysis: Use advanced tools like Excel and Moodys RiskFrontier to evaluate capital requirements and returns on credit investments.
• Model Development: Build, validate, and recalibrate internal models to calculate PDs, LGDs...
1 similar jobs: Cape Town
C40 Cities-Cape Town
legal requirements
• Assisting with daily, weekly, and quarterly reporting relating to rating reconciliation and CLO NAV
• Maintaining data within our internal systems such as WSOWeb and Moodys Compliance
What you bring:
• 1-3 years related experience...
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