Credit Risk Quantitative Analyst

Recruiter:

Network Recruitment

Job Ref:

NFP015638/LLR

Date posted:

Monday, March 31, 2025

Location:

Johannesburg, South Africa

Salary:

Market related

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.

Desired Skills and Experience:

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.

Salary Expectations: Salary is dependent on qualifications and experience.

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.

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