Where

Credit Risk Quantitative Analyst

Executive Placements
Johannesburg Full-day Full-time

Description:

Key Responsibilities

Support the development and review of credit risk models for impairment (IAS 39 and IFRS 9) and capital modeling. Assist with broader credit risk strategy engagements aimed at enhancing clients' risk management frameworks. Contribute to capital and balance sheet management projects, including ICAAP, Risk Appetite, and Economic Capital modeling. Engage directly with financial institutions including banks, development finance institutions, micro-lenders, and retailers. Present complex quantitative findings to technical and non-technical stakeholders, including senior executives.

Qualifications & Skills

Honours or Masters degree in a quantitative field such as Mathematics, Statistics, Actuarial Science, or a related discipline. Minimum of 4 years experience in a quantitative credit risk role. Proficiency in SAS is required. Excellent communication skills, with the ability to explain quantitative concepts clearly to diverse audiences. Strong client engagement and consulting acumen. Willingness to travel for project-related engagements (regionally and internationally).

Whats On Offer

Exposure to high-impact projects across a diverse range of financial institutions. Opportunities for international travel and professional development. Work within a supportive, intellectually driven team of professionals. Competitive salary package, commensurate with qualifications and experience. Ready to take your career in credit risk to the next level?
02 Jun 2025;   from: gumtree.co.za

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