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Johannesburg: Quantitative Risk Analyst

Johannesburg: Quantitative Risk Analyst

Posted on 2025-08-19 00:00:00

Employer Unspecified
Category IT / Computing / Software
Location Gauteng  / Johannesburg

Job Summary

Credit Quantitative Consultant My client is looking for a Credit Quantitative Consultant to join a high-performing analytics team, working on cutting-edge projects across retail and wholesale portfolios. If you’re ready to stretch your modelling, coding, and client delivery skills in a startup-style consulting environment, then we want to hear from you. Duties: Model Development & Validation: Build, refine, and validate credit risk models across the credit lifecycle (PD, EAD, LGD, SICR, and ECL) Work with both retail and wholesale portfolios across product types (e.g. amortising loans and revolving credit) Ensure that models meet IFRS 9 and Basel regulatory standards Develop data cleaning, diagnostics, transformation, and back-testing tools Code all modelling and data processes in SAS, SQL, or Python Research and apply advanced techniques, including machine learning where applicable Consulting Delivery: Work directly with client teams, management, and Auditors during engagements Prepare clear, high-quality documentation and present insights to stakeholders Ensure accurate, timely delivery of model outputs and results Sales & Marketing Support: Contribute to the development of marketing and proposal material Assist with client presentations and proposal pitches What Youll Bring: Education: Honours Degree (or higher) in a quantitative discipline, such as Mathematics, Statistics, Actuarial Science, Applied Mathematics, Engineering, or a related field Experience: 1-3 years of professional experience, including at least 3 years in credit risk modelling Strong working knowledge of IFRS 9 and/or Basel regulations Hands-on experience coding in SAS and/or SQL (Python is an advantage) Experience working in Excel, PowerPoint, and Word Cloud computing exposure is a plus Soft Skills Proactive, self-starter with a problem-solving mindset Strong communicator with the ability to simplify complex technical topics Collaborative team player with a solid work ethic Ability to work under pressure and manage deadlines Why Join?: Work on high-impact credit risk projects across leading banks and lenders Be part of a growing, agile, and expert team that values innovation Enjoy hybrid flexibility and a startup-style environment with real career growth Get involved in cutting-edge modelling techniques, including AI and machine learning

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Johannesburg: Quantitative Risk Analyst

Johannesburg: Quantitative Risk Analyst

Posted on 2025-08-14 00:00:00

Employer Unspecified
Category IT / Computing / Software
Location Gauteng  / Johannesburg

Job Summary

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