Credit Risk Quantitative Analyst

SUMMARY:
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.

POSITION INFO:
Key Responsibilities:

• Support credit risk model reviews 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, micro-lenders, and retailers.
• Potential travel opportunities, including destinations within the rest of Africa, Europe, and the Middle East.

• An Honours or Master’s 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 non-technical individuals, and to engage with senior management and clients.