Credit Risk Quantification Specialist

5 days ago


Pretoria, Gauteng, South Africa Network Recruitment Full time
Job Description:

We are seeking a highly skilled Credit Risk Quant Analyst to join our team in Johannesburg. This role involves supporting the development of credit risk models for impairment purposes, as well as assisting with strategic engagements to enhance clients' credit risk management capabilities.

  • Main Responsibilities:
  • Support the review and development of credit risk models for impairment and capital modelling purposes.
  • Assist with strategic engagements to enhance clients' credit risk management capabilities.
  • Potential involvement in capital management and balance sheet management engagements, including ICAAP, Risk Appetite, and Economic Capital modelling.
  • Engage with a wide range of clients within the financial services industry, including banks, development finance institutions, micro-lenders, and retailers.
  • Potential travel opportunities, including destinations within the Rest of Africa, Europe, and the Middle East.

About You:

  • A Hons or Master's degree in a quantitative discipline such as Mathematics, Statistics, Actuarial Science, or a similar field.
  • At least 4 years of relevant experience in a quantitative credit risk role.
  • Proficiency in SAS systems.
  • Strong communication skills to articulate complex quantitative concepts to both technical and non-technical individuals, and to engage with senior management and clients.

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