Credit Risk Quant

apartmentNetwork Recruitment placeJohannesburg calendar_month 

Key Responsibilities:

  • Support with reviewing and developing credit risk models for impairment (IAS 39 or IFRS 9) and capital modelling.
  • Assist on strategic credit risk engagements to strengthen clients credit risk management capabilities.
  • Contribute to capital and balance sheet management projects, including ICAAP, risk appetite, and economic capital modelling.
  • Work closely with a broad client base across the financial services industry, engaging with stakeholders at various levels.

Job Experience and Skills Required:

  • Honours or Masters Degree in a quantitative field such as Mathematics, Statistics, Actuarial Science, or similar.
  • Recent graduate or up to 3 years experience in a quantitative, credit risk-related role.
  • Strong communication skills, with the ability to explain technical concepts clearly to technical and non-technical stakeholders.
  • Experience with SAS or similar analytical systems would be advantageous.

Apply now!

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