Manager: Credit Risk and Capital Management

A large consulting firm, with an international footprint, is seeking to fill a Manager position within its Credit Risk and Capital Management team. This department's primary function involves developing and reviewing statistical models that quantify financial risks. In addition to being a technical specialist in auditing and developing credit risk models, the Manager will also provide assistance to the Senior Manager with regards to project planning and quality control. In the role, you will gain exposure to a variety of modelling methods used by banks, ranging from international banks to small local credit providers. The role will also expose you to the latest advancements, as well as the opportunity to hone your coding abilities. Responsibilities: Develop and review credit risk models (IFRS 9, scorecards etc.) to meet regulatory capital requirements as well as provisioning needs Assist in the planning and budgeting, schedule implementation, and closeout phases of projects Participation in coding and automating models for finance risk management Education: Honours or Masters degree in Mathematics, Statistics, Quantitative Finance or a related field Job Experience and Skills Required: 5 years in a quantitative credit risk role Knowledgeable about current statistical approaches and practices in the area of credit risk modelling A working knowledge of a modern programming language (SAS, Python or R) related to credit risk modelling Managed teams and/or coached and mentored junior employees Ability to perform well in a fast-paced, deadline-driven environment Ability to present and communicate quantitative concepts both to technical and non-technical audiences Apply now  For more Quantitative and Analytics jobs, please visit www.networkrecruitment.co.za  If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.

Location: Johannesburg, ZA

Posted Date: 9/21/2024