Senior Credit Risk Modeler

1 day ago

Johannesburg, Gauteng, South Africa EY Full-time

EY is seeking a Credit Risk Senior Associate in South Africa, with Johannesburg or Cape Town as possible locations. You will work within the Quantitative Advisory Services team, delivering credit risk, market risk and data science solutions for banks, insurers and corporate clients.

Your role covers model design, validation and impairment assessments, plus client engagement and business development. You will apply SAS, R or Python to build insights, develop pricing and economic capital models,