Johannesburg North: Credit Risk Modelling Manager posted by Network Finance

• Develop, validate, and implement credit risk models (A-IRB/RWA and IFRS9) across wholesale portfolios such as corporate, sovereign, and specialized lending.
• Analyze and prepare model development data, ensuring robust methodologies and assumptions.
• Present technical findings and validation reports to senior stakeholders, including Auditors and Credit Specialists.
• Lead or mentor junior team members while contributing to project delivery and business development initiatives.

Job Experience and Skills Required:

• Postgraduate qualification in a quantitative discipline (Statistics, Actuarial Science or Applied Mathematics).
• Minimum of 3 years in credit risk modelling, development, or validation within wholesale banking or consulting.
• Proficiency in SAS, Python, R, or Matlab; strong data analysis and model documentation abilities.
• Confident communicator with strong presentation and stakeholder engagement skills.
• Prior exposure to regulatory and impairment model frameworks (PD, LGD, EAD, and IFRS 9) and experience with leading project tasks.

Apply now!

For more exciting Finance vacancies, please visit: www.********.co.za
 
I also specialize in recruiting in the following:

• Actuarial
• Product Development
• Pricing
• Valuations
• Credit Risk
• 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 / positions.

For more information, contact:
Chanél Lubbe
Specialist Recruitment Consultant in Actuarial & Analytics
 
Connect with me on LinkedIn! www.********.co.za;l-lubbe-a75915130/