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Johannesburg: Quantitative Analyst

Johannesburg: Quantitative Analyst

Location
Gauteng

Job Type
IT / Computing / Software

Job Description

A dynamic and growing analytics consultancy is looking for a Credit Quantitative Consultant to join their high-performing team. This role is ideal for ambitious quantitative professionals who want to stretch their modelling, coding, and client-facing skills in a startup-style environment, while still working on big-ticket projects with leading banks and financial institutions. You’ll work on end-to-end model development, validation, and implementation, using tools like SAS, SQL, and Python with exposure to both retail and wholesale credit portfolios. The role offers a balance of technical depth, regulatory exposure (IFRS 9 and Basel), and consulting delivery. Whats In It For You?: Work on high-impact, high-visibility credit risk projects Exposure to cloud computing, machine learning, and AI in real applications Hybrid work flexibility in a collaborative, agile team Opportunities for rapid career development in a fast-growing environment Key Responsibilities: Develop, refine, and validate credit risk models (PD, LGD, EAD, SICR, and ECL) across the credit lifecycle Deliver modelling and analytics support to clients in line with IFRS 9 and Basel requirements Create back-testing tools, diagnostics, and transformation pipelines Communicate technical insights and model outcomes clearly to clients and stakeholders Job Experience and Skills Required: Education: Honours Degree or higher in a quantitative field (Mathematics, Statistics, Engineering, Actuarial Science, Applied Mathematics, etc.) Experience: 13 years of experience in credit risk modelling (with at least 3 years total work experience preferred) Practical experience with regulatory modelling (IFRS 9/Basel) Skills: Proficiency in SAS and/or SQL (Python is a strong advantage) Comfortable with Excel, PowerPoint, and Word Exposure to cloud computing environments (advantageous) Soft Skills: Strong analytical and communication skills Team player with a proactive attitude and ability to simplify complex ideas Able to thrive under pressure and meet deadlines Apply now!
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