Data Science Risk Modeller

2 weeks ago


Centurion, Gauteng, South Africa Network Recruitment Full time

Job Summary

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We are seeking a highly skilled Data Science Risk Modeller to join our dynamic Credit Risk team. As a key member of the team, you will be responsible for developing and validating cutting-edge credit risk models using statistical and machine learning techniques.

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Key Responsibilities:

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  • Develop and validate complex credit risk models (PD, LGD, EAD) using advanced data science techniques.">
  • Analyse portfolio performance and identify key risk drivers to inform business decisions.">
  • Work closely with stakeholders across business units to implement risk strategies that align with regulatory requirements and business objectives.">
  • Conduct stress testing and scenario analysis to ensure resilience across economic conditions.">
  • Provide actionable insights from data and contribute to risk mitigation initiatives.">
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Requirements:

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  • A degree in Mathematics, Statistics, Actuarial Science, or a related field (Advanced degrees are an advantage).">
  • 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 attention to detail.">
  • The ability to work in a fast-paced environment and deliver high-quality results.">
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What We Offer:

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  • A competitive salary of approximately R1,200,000 per annum, based on market rates and location.">
  • A dynamic and supportive work environment.">
  • Ongoing professional development and training opportunities.">
  • The chance to work with a talented team of professionals in the finance industry.">
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About Network Recruitment:

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We specialise in placing top talent in senior and executive roles within the finance industry. With years of experience and a deep understanding of the market, we can help you find your ideal role.



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