Quantitative Credit Risk Originations

3 weeks ago


City Bowl, South Africa Communicate Recruitment Full time

An excellent opportunity has arisen for an experienced quantitative credit risk originations professional to join a leading Financial institution.

The company is looking for a highly analytical and detail-oriented individual with expertise in credit risk modeling to drive the origination process.

**Responsibilities**:

- Develop and maintain credit risk models to support the origination function.
- Provide insights into borrower demographics, loan performance, economic trends, and industry benchmarks.
- Conduct stress testing and scenario analysis to identify potential risks and opportunities.
- Collaborate with the business unit to optimize pricing strategy, loan structure, and profitability.
- Ensure adherence to regulatory requirements and compliance standards.
- Provide mentorship to junior analysts.

**Education**:

- Bachelor's Degree in Economics, Mathematics, Statistics, Quantitative or related field.

**Job Experience & Skills Required**:

- Minimum of 5 years of experience in credit risk modeling, preferably in an origination environment.
- Strong programming skills in SAS, R or Python.
- Knowledge of regulatory requirements, such as Basel III, IFRS 9, and CCAR.
- Excellent communication skills to effectively collaborate with stakeholders across the business.

For more information contact:
Roné de Lange

Specialist Researcher: Actuarial and Analytics

012 348 7559

For more information please contact:
Roné de Lange



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