Description:
Credit Risk Modelling & Development
Develop and review credit risk models for provisioning and regulatory capital requirements (e.g., IFRS9, scorecards)
Apply contemporary statistical techniques to enhance model accuracy and compliance
Automation & Coding
Assist with coding and automation of financial risk management models
Hone programming skills in Python, R, and SAS for model development and validation
Technical Advisory & Collaboration
Work with diverse teams to deliver quantitative solutions for local and global banking clients
Communicate complex quantitative concepts to both technical and non-technical stakeholders
Skills & Experience:
Strong understanding of statistical techniques in credit risk modelling
Ability to read, interpret, and create software code (Python, R, SAS)
Experience in quantitative credit risk roles is advantageous
Excellent communication and presentation skills
Resilient, team-oriented, and able to work under pressure
Qualifications:
Honours or Masters degree in Quantitative Finance, Mathematics, Statistics, or related discipline
For more information contact:
Recruitment Consultant
13 Jan 2026;
from:
gumtree.co.za