Credit Risk Manager

2 weeks ago


Johannesburg, South Africa Kpmg South Africa Full time

Join to apply for the Credit Risk Manager role at KPMG South Africa. Overview We have an exciting opportunity to join our Financial Risk Management business unit, as we are looking to fill a Manager position in our Credit Risk & Capital Management team. We are a specialist function within KPMG's Advisory Practice, whose main purpose is to assist clients with the development and review of often complex statistical models used to quantify financial risks. The Credit Risk & Capital Management team is made up of credit risk modellers and analysts from a broad and diverse range of quantitative backgrounds, including mathematics, statistics, engineering and actuarial. Responsibilities Development and review of credit risk models for provisioning and regulatory capital requirement purposes. Support with managing projects in the planning, budgeting, execution and close‑out phases. Assisting with the coding and automation of financial risk management models. Participating in building a coaching culture aimed at getting the best out of others in an environment where everyone in the team feels empowered to speak up or challenge where appropriate. Skills & Attributes Relevant experience within a quantitative credit risk‑based role. Well versed in contemporary statistical techniques and practices in credit risk modelling. Able to read, interpret and create software code, with relevant experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R). Strong organisational and time management skills. Proven track record of managing and delivering small workstreams. Experience of managing teams, coaching and mentoring junior staff. Able to work effectively in a fast‑paced environment with conflicting priorities and deadlines. Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non‑technical individuals. Minimum Requirements A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent; FRM advantageous. At least 6 years of experience in credit risk. Employment type: Temporary. Seniority level: Mid-Senior level. Location: Johannesburg, Gauteng, South Africa. #J-18808-Ljbffr


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