Description:
Are you a highly analytical professional looking to launch or grow your career in credit risk and quantitative modelling? Join a dynamic and collaborative team that partners with leading financial institutions to solve complex credit risk challenges using best-in-class methodologies and frameworks.About the Role:
In this role, you will support the development, validation, and enhancement of credit risk models, with a strong emphasis on:
Credit scorecards (application, behavioral, and collections) Basel regulatory frameworks Core risk parameters: Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) IFRS 9 impairment modelling and transition from IAS 39
What Youll Need to Succeed:
A Bachelors (Honours) or Masters Degree in a quantitative field (e.g., Mathematics, Statistics, and Actuarial Science) 13 years experience in a credit risk quants or modelling role, or a strong academic background with exposure to relevant tools and concepts Understanding of Basel requirements, IFRS 9 impairment modelling, and risk metrics like PD, LGD, and EAD Familiarity with developing or validating credit scorecards Proficiency in SAS or other statistical tools is advantageous Strong communication skills to convey complex quantitative insights to both technical and non-technical stakeholders
Why Join Us?:
Work on high-impact projects across a diverse financial services client base Grow your expertise in regulatory credit risk, impairment modelling, and capital frameworks Be part of a learning-oriented environment that values professional development Explore international travel opportunities as you advance your career
If youre ready to deepen your technical skills and make a real impact in the credit risk space, wed love to hear from you.
How to Apply:
If you meet the above requirements, please send your resume DIRECTLY to:
27 May 2025;
from:
gumtree.co.za