Junior to Mid-level Actuarial/Quantitative Analyst Job at E-Merge IT… See details on how to apply for the opportunities available at E-Merge IT.
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RESPONSIBILITIES:
- Accurately value and price various NPL and credit portfolios in the market across various products, sectors and clients.
- Back-test of pricing models to ensure accuracy.
- Provide detailed insights into each potential portfolio acquisition.
- Continuous refinements in the pricing methodologies.
- Ensure the latest mathematical and statistical techniques are used at all times.
- Setting targets and benchmarks for each purchased debt book (PDB).
- Monitor performance against investment decisions.
- Propose corrective action to operational environment.
- Reporting.
- Governance around the models and methodologies.
Requirements:
- Honour’s degree in a mathematical, statistical, or actuarial field
- Requires 2 plus years’ experience
- SAS (Base, Enterprise Guide, and Enterprise Miner)
- Python advantageous
- Excel