Credit Risk Consultant

Kpmg South Africa; Johannesburg; On-site; ZAR 250,000 - 350,000; Full time

Job summary

KPMG South Africa is seeking a Credit Risk Consultant within the Financial Risk Management team. The role involves developing and reviewing statistical models for financial risks, requiring a solid quantitative background and proficiency in coding languages such as Python, R, and SAS. Candidates should have an Hons or Master's degree in a quantitative field and relevant credit risk experience.

Qualifications

• Hons or Master's degree in Quantitative Finance, Mathematics, or Statistics.
• At least 1 year of relevant experience in credit risk.

Responsibilities

• Develop and audit credit risk models such as IFRS9 and scorecards.
• Assist with coding and automation of financial risk management models.

Skills

Statistical techniques

Proficiency in SAS

Proficiency in Python

Proficiency in R

Good communication skills

Ability to work under pressure

Education

Hons or Master's degree in a quantitative discipline

Job description

Join to apply for the Credit Risk Consultant role at KPMG South Africa .

We have an exciting opportunity within our Financial Risk Management – Credit Risk and Capital Management team.

We are looking to fill four positions for Consultants who will assist clients with developing and reviewing complex statistical models used to quantify financial risks.

Our team comprises credit risk modellers and analysts from diverse quantitative backgrounds, including mathematics, statistics, engineering, and actuarial sciences.

Job Title / Position : Credit Risk Consultant (D5) Number of Positions : 1 Role and Purpose : As a Credit Risk Consultant, you will develop and audit credit risk models (such as IFRS9, scorecards).

The role involves exposure to various modelling techniques used by banks of different sizes and provides opportunities to enhance your coding skills in Python, R, and SAS.

Key Responsibilities : Supporting the development and review of credit risk models for provisioning and regulatory capital requirements.

Assisting with coding and automation of financial risk management models.

Skills and Attributes : Understanding of statistical techniques in credit risk modelling.

Proficiency in software coding, with experience in SAS, Python, or R preferred.

Ability to work under pressure, resilient, and a team player.

Good communication skills to articulate quantitative concepts to diverse audiences.

Minimum Requirements : Hons or Master's degree in a quantitative discipline such as Quantitative Finance, Mathematics, or Statistics.

At least 1 year of relevant experience in a quantitative credit risk role.

Additional Details : Seniority Level : Entry level Employment Type : Temporary Job Function : Finance and Sales Industries : Business Consulting and Services Note : This job posting is active and accepting applications.

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