Credit Quant Manager

1 week ago

Johannesburg, South Africa Qi Consulting Full time

A client in Gauteng is seeking a **Credit Quant Manager **as follows
- To manage a team of _Quants / Data Scientists / Statisticians _that develop credit risk models
- Help the team to develop / refine _credit risk models_ for all product types in retail / wholesale
- Cleanse data, test model data, analyse trends etc. using SAS / SQL / Python
- Guide R&D of modelling methods with AI / ML tools in the cloud (AWS / Azure)
- Ensure regulatory compliance for models being built (Basel, IFRS9 etc.)
- Engage clients and manage expectations on project delivery and results
- Present at conferences and assist with marketing efforts to gain clients
- Must have 5 to 10+ yrs exp. as a Quant and 2+ yrs exp. in managing teams
- Must have an Hons degree in Quant studies (Maths, Science, Eng. etc.)
- Ideally from a Solutions Consulting background _(not required)_

This is a fully remote work permanent role, with occasional event attendances

**Salary**: R1,000,000.00 - R1,200,000.00 per year

**Experience**:

- Quants: 5 years (required)
- Credit Risk Modelling: 5 years (required)
- Python: 3 years (required)
- SQL: 3 years (required)
- Cloud Azure / AWS: 2 years (preferred)
- AI or ML: 2 years (preferred)
- Team Management: 2 years (preferred)

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