Credit Risk Quant: Build Predictive Models & Strategy

Pepkor Lifestyle; Sandton; On-site; ZAR 600,000 - 1,000,000; Full time

Job summary

Pepkor Lifestyle is seeking a Quantitative Analyst to build predictive credit risk models and support decision-making in the Credit Analytics department. The role involves data preparation, model development, and monitoring across Originations processes.

You will work with SAS and ML techniques, with 4–10 years of credit risk experience preferred. Compliance with SA regulations and collaboration with stakeholders are essential for success in this role.

Qualifications

• Bachelor's degree in Statistics, Business Mathematics, or Risk Management is required.
• Post-graduate qualification is advantageous.
• 4 to 10 years of Credit Risk experience.
• Proven statistical model-building experience and SAS usage.
• Experience in ML techniques is highly advantageous.

Responsibilities

• Model Data Preparation: Select and prepare relevant data, define and obtain agreement on a model's outputs, and obtain data approval before development.
• Build Statistical Models: Conduct analytics and validations, and obtain approval at the model technical committee.
• Manage Development: Create Originations system documentation, oversee testing, and drive policy change management.
• Define Strategy: Develop metrics to measure impact of Originations strategy and ROI, and optimize solutions.

Skills

Risk Management

Information processing

Written and verbal communication

Adaptability

Analytical skills

Education

Bachelor's degree in Statistics, Business Mathematics, or Risk Management (NQF Level 7)

Post-graduate qualification advantageous

Tools

SAS

Machine Learning

Job description

Pepkor Lifestyle is seeking a Quantitative Analyst to build predictive credit risk models and support decision-making in the Credit Analytics department. The role involves data preparation, model development, and monitoring across Originations processes.

You will work with SAS and ML techniques, with 4–10 years of credit risk experience preferred. Compliance with SA regulations and collaboration with stakeholders are essential for success in this role.