Where

Credit Risk Modelling Specialist / Quantitative An

Executive Placements
Midrand Full-day Full-time

Description:

Join a worldâ??class professional services environment known for delivering highâ??impact advisory and modelling solutions. You will form part of a specialist division focusing on regulatory and financial risk, credit model development, economic capital, IFRS 9, model validation, analytics, and strategy formulation.

This role offers exceptional career progression, mentorship from industry experts, continuous technical development, and exposure to largeâ??scale, complex modelling engagements. The team embraces hybrid working, innovation, and a culture of excellence making it ideal for ambitious quantitative professionals.

What's in it for me? Youll access highâ??profile projects, work with cuttingâ??edge modelling techniques, expand your technical and regulatory expertise, and influence how clients approach credit risk and financial regulations.

Key Responsibilities:
Develop, calibrate, and implement credit risk models (IFRS 9, scorecards, regulatory capital, and behavioural models). Conduct model validation, performance monitoring, and benchmarking. Produce portfolio credit analytics and prepare clientâ??ready reports and presentations. Communicate modelling insights, challenges, and recommendations to internal stakeholders and clients. Assist with drafting technical reports, documentation, and model development artefacts. Provide guidance to junior team members and contribute to continuous improvement initiatives.
Job Experience and Skills Required:
Education: Degree in Statistics, Mathematics, Financial Engineering, Actuarial Science, Engineering, Economics, Econometrics, or a similar quantitative field. Experience: 35 years experience in banking, financial services consulting, or a quantitative modelling environment. Strong understanding of credit risk modelling, predictive analytics, and model lifecycle processes. Exposure to IFRS 9, Basel regulations, model risk management, or credit lifecycle processes. Skills: Proficiency in MS Word, Excel, and PowerPoint. Coding skills in SAS, R, Python and/or SQL. Excellent reportâ??writing and presentation skills. Strong stakeholder management, communication, and problemâ??solving abilities. Ability to manage multiple projects, adapt to change, and work under pressure. Other Nonâ??Negotiables: Passion for quantitative modelling and technical excellence. Strong business acumen and analytical mindset. Ability to work effectively within multidisciplinary teams.
Apply Now!
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12 Feb 2026;   from: gumtree.co.za

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