Job Description
Key responsibilities
- Lead the development and review of credit risk models for provisioning (IFRS 9) and regulatory capital purposes
- Support the planning, budgeting, execution, and closeout of projects and workstreams
- Contribute to the coding, automation, and enhancement of financial risk management models
- Ensure high standards of quality control and technical excellence across deliverables
- Coach, mentor, and manage junior team members, fostering a strong performance and learning culture
- Promote an inclusive and collaborative environment where team members are encouraged to challenge and contribute
Skills and attributes
- Strong experience in quantitative credit risk modelling
- Solid understanding of contemporary statistical techniques used in credit risk
- Proven ability to read, write, and interpret code; experience with Python, R, or SAS is essential
- Demonstrated experience managing small teams or workstreams
- Strong organizational and timemanagement skills, with the ability to manage multiple priorities
- Confident communicator with the ability to explain complex quantitative concepts to both technical and nontechnical stakeholders
- A collaborative leader with a coaching mindset
Minimum requirements
- Honours or Master’s degree in a quantitative discipline (e.g. Quantitative Finance, Mathematics, Statistics, or similar)
- At least 6 years’ experience in a credit riskfocused role
- Professional risk qualifications (e.g. FRM) are advantageous
Apply Now!
This role is designed for someone who wants to lead, not just execute.
For more exciting Finance vacancies, please visit:
.za
I also specialize in recruiting in the following:
- Actuarial
- Data Analytics
- Product Development
- Pricing
- Valuations
- Market Risk
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.
For more information,
Contact:
Kholo Mongalo
Recruitment Researcher in Actuarial & Analytics
Connect with me on LinkedIn! .za
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