Credit risk Quant

2 weeks ago


Cape Town, South Africa Network Recruitment Full time
Are you a passionate problem-solver with a knack for numbers? Do you excel at leveraging data-driven insights to manage risk and optimize outcomes? If so, we want YOU to be part of our dynamic Credit Risk team

What You'll Do:
As a Credit Risk Quant, you will:
  • Develop and validate cutting-edge credit risk models (PD, LGD, EAD) using statistical and machine learning techniques.
  • Analyze portfolio performance and identify key risk drivers to guide decision-making.
  • Work closely with stakeholders across business units to implement risk strategies that align with regulatory requirements and business goals.
  • Conduct stress testing and scenario analysis to ensure resilience across economic conditions.
  • Provide actionable insights from data and contribute to risk mitigation initiatives.

What We're Looking For:

  • A Degree in Mathematics, Statistics, Actuarial Science, or a related field (Advanced Degrees are a plus).
  • Proficiency in tools like Python, R, SAS, SQL, or MATLAB.
  • A solid understanding of credit risk frameworks and regulations (e.g., Basel, IFRS 9).
  • Strong analytical and problem-solving skills, with an eye for detail.
  • The ability to work in a fast-paced environment and deliver high-quality results.


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