Director of IRB Model Development & Credit Risk

Boardroom Appointments; Sandton; On-site; ZAR 900 000 - 1 300 000; Full time

Job summary

A leading recruitment agency is seeking a Head of IRB Model Development in Sandton to define strategic direction and lead a team in developing credit risk models. Responsibilities include ensuring alignment with regulatory requirements and fostering team collaboration. The successful candidate should have over 10 years of experience in credit risk modelling and a strong quantitative background. This senior role promotes professional growth while championing the company's culture and values.

Qualifications

• 10+ years' experience in credit risk modelling teams.
• Proven leadership experience in managing teams and projects.
• Strong background in risk modelling and programming languages.

Responsibilities

• Define strategic vision for credit risk capital modelling.
• Lead and mentor a high-performing team of model developers.
• Develop and implement regulatory and economic credit risk frameworks.

Skills

Leadership

Statistical analysis

Python

R

SAS

MATLAB

C++

Communication skills

Education

Advanced degree in Economics, Mathematics, Statistics, or Engineering

Tools

GitHub

Azure DevOps

Cloud platforms

Job description

A leading recruitment agency is seeking a Head of IRB Model Development in Sandton to define strategic direction and lead a team in developing credit risk models. Responsibilities include ensuring alignment with regulatory requirements and fostering team collaboration. The successful candidate should have over 10 years of experience in credit risk modelling and a strong quantitative background. This senior role promotes professional growth while championing the company's culture and values.