Credit Risk Modeling Lead for Capital & ICAAP

KPMG-SouthAfrica; Johannesburg; On-site; ZAR 800 000 - 1 200 000; Full time

Job summary

A leading consulting firm in Johannesburg is seeking a Senior Manager in credit risk modelling. The role demands strong quantitative skills, a proven track record in managing teams, and at least 8 years of experience in credit risk. Applicants with an Hons or Master's degree in a quantitative field and knowledge of SAS, Python, or R are preferred. Join a dynamic team to enhance clients' credit risk management capabilities.

Qualifications

• 8+ years of relevant experience within a quantitative credit risk-based role.
• Strong communication skills for articulating quantitative concepts.
• Proven track record in delivering complex projects.

Responsibilities

• Support the development and validation of credit risk models.
• Engage with clients to enhance credit risk management capabilities.
• Involve in capital management and balance sheet engagements.

Skills

Quantitative analysis

Statistical techniques

SAS

Python

R

Project management

Communication skills

Education

Hons or Master's degree in Quantitative Finance, Mathematics, Statistics, or Actuarial

Tools

SAS systems

Python

R

Job description

A leading consulting firm in Johannesburg is seeking a Senior Manager in credit risk modelling. The role demands strong quantitative skills, a proven track record in managing teams, and at least 8 years of experience in credit risk. Applicants with an Hons or Master's degree in a quantitative field and knowledge of SAS, Python, or R are preferred. Join a dynamic team to enhance clients' credit risk management capabilities.