• Develop, refine, and validate credit risk models (PD, LGD, EAD, SICR, 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:
  • 1–3 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!
For more exciting Finance and Analytics roles, please visit: www.********.co.za
Please send your CV to *****@*****.co.za

Should you not hear from us within two weeks please consider your application unsuccessful.