Credit Risk Quant Analyst
Credit Risk Quant Analyst
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Not Disclosed
Salary Not Disclosed
1 Vacancy
Job Description
My client is looking for a Credit Risk Quant Analyst at a manager level based in Johannesburg. This role is within a highly dynamic consulting firm and they are seeking a highly quantitative individual with advanced academics and strong communication skills.
Duties & Responsibilities
Key Responsibilities:
- Support credit risk model review and development for impairment (both IAS 39 and IFRS 9 and capital modelling purposes.
- Assist with credit strategic engagements to enhance clients credit risk management capabilities.
- Potential involvement with capital management and balance sheet management engagements including ICAAP Risk Appetite and Economic Capital modelling.
- Engage with a wide range of clients within the financial services industry including banks development finance institutions microlenders and retailers.
- Potential travel opportunities including destinations within the Rest of Africa Europe and the Middle East.
- A Hons or Masters degree in a quantitative discipline such as Mathematics Statistics Actuarial Science or a similar field.
- At least 4 years of relevant experience in a quantitative credit risk role.
- Proficiency in SAS systems.
- Strong communication skills to articulate complex quantitative concepts to both technical and nontechnical individuals and to engage with senior management and clients.
If you have the relevant experience and would like to apply please send your CV to . Should you not hear from us within two weeks please consider your application unsuccessful.
Package & Remuneration
Required Experience:
IC
Employment Type
Full-Time
