12 Oct
Network Finance
Johannesburg North
Reference: NFP015068-AND-1
Attention Quants: Elevate Your Career in Credit Risk Modelling
Lead the charge in developing cutting-edge PD, LGD, and EAD models! Be the technical expert shaping credit risk strategies for top financial institutions in a collaborative, growth-driven environment. Master advanced modelling techniques and sharpen your Python, R, and SAS skills as you make an impact across the industry.
Key Duties and Responsibilities:
- Model Development: Build and review credit risk models (IFRS9, scorecards, etc.) for provisioning and regulatory capital.
- Coding & Automation: Use Python, R, and SAS to code and automate financial risk management models.
- Mentorship: Coach and train junior team members,
fostering a collaborative and coaching culture.
- Stakeholder Communication: Present and explain complex quantitative concepts to both technical and non-technical stakeholders.
- Innovation: Stay updated with the latest technologies and techniques, applying them to credit risk modelling.
Qualifications and Experience:
- Honours or Master's degree in Quantitative Finance, Mathematics, Statistics, Actuarial Science, or a related field.
- 3-5 years of experience in credit risk model building (PD, LGD, EAD).
- Proficiency in statistical software and coding languages such as Python, R, or SAS.
- Experience with managing, coaching, or mentoring junior staff is advantageous.
- Strong organisational, time management, and communication skills.
Visit www.networkrecruitment.co.za for more Actuarial and Analytics opportunities.
If you haven't received a response within four weeks, please consider your application unsuccessful.
Your profile will be retained for future opportunities.
For more information, contact:
Andrea Morgan
Recruitment Consultant
[email protected]
R 550 000 - R 700 000
▶️ Quantitative Analyst Johannesburg North
🖊️ Network Finance
📍 Johannesburg North