Credit Risk Quant Analyst

Network Finance.; Johannesburg; On-site; ZAR 600,000 - 900,000; Full time

Job summary

A leading consulting firm in Johannesburg is looking for a Credit Risk Quant Analyst at a manager level. The role requires advanced academic qualifications in a quantitative field and at least 4 years of relevant experience. Responsibilities include supporting credit risk model development and engaging with clients across the financial services sector. Strong communication skills are essential to articulate complex concepts.

Qualifications

• At least 4 years of relevant experience in a quantitative credit risk role.
• Proficiency in SAS systems and strong communication skills.

Responsibilities

• Support credit risk model review and development for impairment and capital modelling.
• Engage with clients in the financial services industry.

Skills

Risk Management

Data Analysis Skills

Communication

Analysis Skills

Education

Hons or Masters degree in Mathematics, Statistics, Actuarial Science

Tools

SAS systems

Microsoft Access

Job description

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 academic qualifications and strong communication skills.

Duties & Responsibilities

Key Responsibilities :

1. Support credit risk model review and development for impairment (both IAS 39 and IFRS 9) and capital modelling purposes.
2. Assist with credit strategic engagements to enhance clients' credit risk management capabilities.
3. Potential involvement with capital management and balance sheet management engagements, including ICAAP, Risk Appetite, and Economic Capital modelling.
4. Engage with a wide range of clients within the financial services industry, including banks, development finance institutions, microlenders, and retailers.
5. Potential travel opportunities, including destinations within the Rest of Africa, Europe, and the Middle East.

Desired Skills and Experience :

1. A Hons or Masters degree in a quantitative discipline such as Mathematics, Statistics, Actuarial Science, or a similar field.
2. At least 4 years of relevant experience in a quantitative credit risk role.
3. Proficiency in SAS systems.
4. 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 [email address]. Should you not hear from us within two weeks, please consider your application unsuccessful.

Package & Remuneration

Market-related

Required Experience :

Key Skills

ISO 27001, Microsoft Access, Risk Management, Financial Services, PCI, Risk Analysis, Analysis Skills, COBIT, NIST Standards, SOX, Information Security, Data Analysis Skills

Employment Details

Employment Type : Full-Time

Experience : 4+ years

Vacancy : 1

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