Description:
Key Responsibilities:- Develop, validate, and implement credit risk models (A-IRB/RWA and IFRS9) across wholesale portfolios such as corporate, sovereign, and specialized lending.
- Analyze and prepare model development data, ensuring robust methodologies and assumptions.
- Present technical findings and validation reports to senior stakeholders, including Auditors and Credit Specialists.
- Lead or mentor junior team members while contributing to project delivery and business development initiatives.
Job Experience and Skills Required:
- Postgraduate qualification in a quantitative discipline (Statistics, Actuarial Science or Applied Mathematics).
- Minimum of 3 years in credit risk modelling, development, or validation within wholesale banking or consulting.
- Proficiency in SAS, Python, R, or Matlab; strong data analysis and model documentation abilities.
- Confident communicator with strong presentation and stakeholder engagement skills.
- Prior exposure to regulatory and impairment model frameworks (PD, LGD, EAD, and IFRS 9) and experience with leading project tasks.
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