Credit Risk Quant Analyst

Recruiter:

Network Recruitment

Job Ref:

NFP015513/LLR

Date posted:

Monday, February 3, 2025

Location:

Johannesburg, South Africa

Salary:

Market related

SUMMARY:
A leading consulting firm is seeking a Credit Risk Quant at the manager level, based in Johannesburg. The ideal candidate will have strong academic credentials, advanced quantitative skills, and excellent communication abilities.

POSITION INFO:
Credit Risk Quant Analyst

Key Responsibilities:

Support the review and development of credit risk models for impairment (IAS 39, IFRS 9) and capital modelling.
Assist with strategic credit risk engagements, enhancing clients' credit risk management capabilities.
Potential involvement in capital and balance sheet management engagements (ICAAP, risk appetite, and economic capital).
Engage with a broad client base across financial services, including banks, development finance institutions, micro-lenders, and retailers.
Possible travel opportunities within Africa, Europe, and the Middle East.

Desired Skills & Experience:

Honours or Master’s Degree in a quantitative discipline (Mathematics, Statistics, Actuarial Science, etc.).
At least 4 years of relevant experience in a quantitative credit risk role.
Proficiency in SAS systems.
Strong communication skills, capable of explaining complex quantitative concepts to both technical and non-technical audiences, including senior management and clients.

To Apply:
Please send your CV to

Should you not hear from us within two weeks, please consider your application unsuccessful.

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