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Centurion: Credit Risk Modeller (Scoring Models/Advanced Analytics/Alternate Data) posted by Network Finance

Centurion: Credit Risk Modeller (Scoring Models/Advanced Analytics/Alternate Data) posted by Network Finance

Posted on 2025-07-27 00:00:00

Job Summary

Key Responsibilities:

  • Design, build and implement credit scoring models (PD, LGD, IFRS 9) using structured and unstructured/alternate data.
  • Develop machine learning and statistical models to enhance the credit vetting process.
  • Conduct data mining, feature engineering, and statistical testing across large datasets.
  • Work with risk, credit, analytics and technology teams to ensure models are integrated and performing optimally.
  • Research and publish model documentation in alignment with governance and regulatory requirements.
  • Engage with internal committees and influence modelling best practices across the business.

Ideal Background:

  • PhD/MSc in Actuarial Science, Data Science, Quantitative Risk, or similar.
  • 5+ years of hands-on experience in credit risk modelling, especially within a banking or financial services context.
  • Strong foundation in GLMs, survival models, Markov models, or Cox-regression frameworks.
  • Highly proficient in R, Python, SQL, and tools such as SAS or Emblem.
  • Experience with R Shiny, dashboards, or model explainability tools will be a strong advantage.
  • A track record of research publications, technical model development, and involvement in academic or industry collaboration projects is highly valued.

What Sets This Role Apart:

  • Shape and influence the modelling roadmap across multiple credit portfolios.
  • Join an award-winning team with a track record of innovation in IFRS 9 and survival modelling.
  • Work with data science, analytics, and credit risk specialists in a high-impact environment.
  • Exposure to cutting-edge research, alternate data strategies, and real-world deployment.
  • Flexible hybrid setup with career progression and thought leadership opportunities.

If you are interested in this opportunity, please apply directly to *****@*****.co.za . 
For more finance jobs, please visit www.********.co.za              
 
If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.
We also invite you to contact us to discuss your next career move in finance!
 
For more information contact:
Heidi Nieuwoudt on (***)***-****
Specialist Recruitment Consultant: Actuarial and Analytical

View Job  Johannesburg North: Financial Accountant posted by Network Finance

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