Senior Credit Risk Specialist

6 days ago


Johannesburg, Gauteng, South Africa Network Finance. Full time
About the Role

We are seeking an experienced Quantitative Risk Model Lead to join our team at Network Finance.

Key Responsibilities
  • Lead the development and validation of impairment and capital models, including PD, LGD and EAD models, using IFRS9 standards.
  • Contribute to the development of credit models and provide insight into credit strategies of banks and companies.
  • Collaborate with stakeholders to ensure that credit risk models are aligned with business objectives.
  • Develop and implement economic capital models.


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