To own the development, management, as well as the maintenance of best practice Rating, Pricing and Valuation models in line with regulations. To own the development, management, as well as the maintenance of best practice Expected Credit Loss / Impairment models in line with International Standards. QUALIFICATIONS: Post-graduate qualifications in a Quantitative discipline such as Mathematics, Statistics, Econometrics (Masters and/or Hons degree). Professional certifications such as CFA, FRM, PRMIA-PRM, or equivalent are highly advantageous. KNOWLEDGE AND EXPERIENCE: 8 – 10 years’ work experience in risk modelling or a similar role in a Financial Institution. Excellent programming skills in SQL/SAS/Python and a thorough understanding and application of Microsoft suite of products (such as Excel etc.) Knowledge and understanding of portfolio credit risk management. Knowledge of Model building and interpretation to minimise risk and/or maximise development returns/revenue. Exceptional leadership capabilities, with a proven track record of playing a leadership role in high-performing teams. Strong stakeholder management skills, with the ability to influence and collaborate across all levels of the organisation. Excellent communication and presentation skills, capable of translating complex risk findings into actionable insights. Ability to anticipate and manage emerging risks in a dynamic financial landscape. Integrity and ethical decision-making. Developing a range of quantitative Rating and Pricing models including, among others, Probability of Default (PD), Loss Given Default (LGD) and Exposure to Default (EAD). Development of differentiated, superior solutions (solutions engineering) that meet stakeholder and business requirements. Lead in the Validation of the performance of existing quantitative risk models and recommend changes. Service and interact with internal and external stakeholders. Participate in and influence Portfolio Reporting from a Quantitative perspective. Provide training to end users on both model usage and comprehensive understanding Management and maintenance of the IFRS 9 ECL model. Champion the application of model innovation, research of new approaches and challenge existing methodologies. Participate in preparing specifications, preparing for and executing testing, implementation, and documentation, data validation of models. Develop an understanding of data and make recommendations to resolve data integrity issues. Research into best practices regarding the development, maintenance, and use of statistical and behavioral scorecards. Use understanding of regulatory framework (incl. Capital framework / Basel III/IV) to inform business strategy and decisions (capital allocation); Monthly / Quarterly portfolio reporting to appropriate Executive Committees and Board Sub-Committees. TECHNICAL/FUNCTIONAL COMPETENCIES Problem Solving Business Acumen Ability to translate complex data outputs into clear and understandable insights for use by business users Report writing Skills Strong attention to detail and data validity Project Management Skills Ability to quickly understand changing market trends and incorporate information into model inputs Appropriate inclusion of data within the model. Strong Analytical Skills Planning and Organizing BEHAVIOURAL COMPETENCIES Good Communication Skills Self-motivated and self-driven skills Coping with Pressures and Setbacks Negotiating and influencing Interpersonal Skills

Senior Quantitative Manager position available in North Johannesburg, Sandton. This job position was posted by . The job has been posted on 2025-02-04 in the Accounting Finance category