Assistant Manager – Credit Risk Modelling

JVR Software; Johannesburg; Presencial; ZAR 900 000 - 1 300 000; Tempo integral

Resumo da oferta

A leading audit firm in Johannesburg seeks an Assistant Manager Credit Risk Modelling to join the FRM team. You will support the development and validation of credit risk models for provisioning and capital adequacy, and help mentor junior staff.

The role requires strong quantitative skills, experience with SAS, Python, or R, and the ability to manage workstreams in a fast-paced environment. Excellent communication and leadership capabilities are essential.

Qualificações

• Experience in credit risk modelling for provisioning and capital adequacy.
• Able to read, interpret and create code in SAS, Python, or R.
• Strong organisational and time management skills.
• Proven track record of managing and delivering small workstreams.
• Experience in managing teams, coaching and mentoring junior staff.
• Able to work in a fast-paced environment with conflicting priorities.

Responsabilidades

• Support development and validation of credit risk models.
• Assist in managing teams and mentoring junior staff.
• Deliver small workstreams to meet deadlines.

Conhecimentos

Credit risk modelling

Statistical techniques

Team leadership

Mentoring

Communication skills

Formação académica

Hons or Masters in Quantitative discipline

Ferramentas

SAS

Python

R

Descrição da oferta de emprego

A leading audit firm is looking for an Assistant Manager Credit Risk Modelling to join their FRM team in Johannesburg

In this role, you would support the development and validation of credit risk models for provisioning and capital adequacy. You would assist in managing the teams and mentor junior staff

Key requirements:

• Relevant experience within a quantitative credit risk-based role
• Well-versed in contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)
• Strong organisational and time management skills
• Proven track record of managing and delivering small workstreams
• Experience in managing teams, coaching, and mentoring junior staff
• Able to work effectively in a fast-paced environment with conflicting priorities and deadlines.
• Good presentation and communication skills with the ability to articulate quantitative concepts to both technical and non-technical individuals

Experience:

• At least 2-3 years of credit risk experience
• Familiar with SAS, Python, or R
• Experience mentoring junior staff

Education & certificates:

• A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent

Salary:

• Salary: negotiable.
• Our client is offering a highly competitive salary for this role based on experience.