Description:
Are you an analytical professional with a passion for credit risk modelling and capital management? Join our Financial Risk Management team as a Manager, where you'll work with experts, develop advanced risk models, and shape financial strategies. Take on complex challenges, mentor Junior Analysts, and make a real impact in the industry!Key Responsibilities:
Develop, validate, and enhance credit risk models for provisioning and regulatory capital requirements (IFRS9, IRB, PD, LGD, EAD models). Ensure compliance with Basel III, IFRS9, and other regulatory requirements for credit risk modelling. Lead projects related to credit risk quantification, stress testing, scenario analysis, and capital adequacy assessment. Automate and optimize financial risk management models and data processes. Utilize Python, R, SAS, and SQL to develop predictive risk models. Conduct credit portfolio analysis, risk appetite assessments, and loss forecasting.
What You Bring:
5+ years of experience in quantitative credit risk, capital management, or financial risk modelling. Expertise in PD, LGD, EAD, stress testing, and capital adequacy assessments. Deep understanding of Basel III, IFRS9, IRB approaches, and regulatory capital requirements. Strong coding skills in Python, R, SAS, SQL, or similar programming languages. Hands-on experience with statistical and machine learning techniques for risk modelling. Exceptional analytical, problem-solving, and communication skills. Experience in project management, risk reporting, and regulatory compliance. Ability to mentor and develop junior team members.
Minimum Qualifications & Experience:
Honours or Masters Degree in Quantitative Finance, Mathematics, Statistics, Actuarial Science, or Engineering. FRM (Financial Risk Manager) or CFA certification is a strong advantage. Experience in banking, consulting, or financial services with exposure to credit risk and capital management.
If youre ready to take your expertise in credit risk and capital management to the next level, apply now!
How to Apply:
18 Mar 2025;
from:
gumtree.co.za