Assistant Manager

2 weeks ago


Randburg, Gauteng, South Africa Iris Software Full time

Credit Risk Assistant Manager, Johannesburg or Cape Town, South Africa

The opportunity
We are looking to expand our Quantitative Advisory Services (QAS) team by recruiting suitably qualified and experienced individuals.

QAS focuses on providing credit risk, market risk, and data science solutions to banking, insurance, and other corporate clients.

Our services cover statutory, regulatory, and other quantitative areas from both a consulting and an assurance perspective.

Your key technical responsibilities
The successful applicant will work within a team that offers our clients advice and hands-on assistance with issues such as:

  1. The design, review, and validation of credit risk models (PD, LGD, EAD, and ECL) under IFRS 9
  2. The design, review, and validation of Basel IRB models
  3. Credit impairment assessment and due diligence reviews
  4. Creation of data visualizations, generating in-depth insights
  5. Design and review of credit risk pricing models
  6. Design and review of economic capital models

Your client and business responsibilities
Participate in client engagements
Assist with the build and delivery of client solutions, based on knowledge of clients' agendas
Develop informed views for clients on the implications of current and anticipated industry issues
Assist with new business sales through proactively managing accounts, identifying new client opportunities, and playing a role in developing and driving sales campaigns
Maintain an educational program to continually develop your own personal skills

To qualify for the role, you must have:
Qualifications:
- Relevant Honours or Masters (MCom / MSc / MPhil) level degree
- Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
- A minimum of 4 years relevant working experience
- Proficiency in SAS, R, or Python

What working at EY offers
As one of our valued employees at EY, you get to work on inspiring, meaningful, and challenging projects. Our focus is education and coaching alongside practical experience to ensure your personal development.

At EY, we value our employees, and you will be able to control your own development with an individual progression plan. You will quickly grow into a responsible role with challenging and stimulating assignments.

In addition to these, you will be part of an interdisciplinary environment that encourages high quality and knowledge exchange. Furthermore, we offer excellent working conditions in a stimulating, inclusive, and enjoyable environment.

We offer:
- Support, coaching, and feedback from some of the most engaging colleagues around
- Opportunities to develop new skills and progress your career
- The freedom and flexibility to handle your role in a way that's right for you

About EY
As a global leader in assurance, tax, consulting, strategy, and transaction services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities, and creative freedom to make things better.

So that whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.

If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible. Join us in building a better working world.

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