Senior Credit Portfolio Manager

4 weeks ago


Johannesburg, Gauteng, South Africa Network Recruitment Full time

Estimate salary: $80,000 - $110,000 per year

About the Role:

We are seeking a skilled Senior Credit Portfolio Manager to oversee the analysis and interpretation of credit investment data. As a leader in financial services, our client is looking for someone with technical expertise and financial acumen to inform key investment decisions.

Key Responsibilities:
  • Quantitative Credit Analysis: Utilize advanced tools like Excel and Moodys RiskFrontier to evaluate capital requirements and returns on credit investments.
  • Model Development: Build, validate, and recalibrate internal models to calculate PDs, LGDs, economic capital, and SAM capital metrics as needed.
  • Portfolio Management: Conduct meaningful portfolio analyses to inform management and stakeholders, enhancing decision-making.
  • Financial Modeling: Develop robust financial models for structured loans, derivatives, and other credit-related instruments.
  • Rating Scorecards: Innovate and improve internal ratings scorecards to refine credit risk assessments.
Your Profile:

Qualifications:

  • BSc (preferably Honours) in Computer Science, Mathematics, Statistics, Applied Mathematics, Physics, or other pure/applied sciences, OR BCom/BBusSci (preferably Honours) in Actuarial Science, Operations Research, Finance, Economics, or Econometrics.

Competencies:

  • A high level of professionalism and attention to detail.
  • Strong analytical, technical, and problem-solving skills.
  • Proficiency in data-driven tasks and financial modeling.
  • Exceptional communication skills and the ability to deliver insights effectively.
  • Commercially focused and client-oriented mindset.
  • Thrives in high-pressure environments, both independently and in teams.


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