Group Credit Investment: Economic Capital Analyst

Old Mutual; Wes-Kaap; On-site; ZAR 200,000 - 300,000; Full time

Job summary

A leading financial services firm in South Africa is seeking an individual for the management and analysis of credit investments. The ideal candidate will have a relevant degree, strong technical skills, and the ability to perform portfolio analysis and quantitative investment analysis. This role demands attention to detail and excellent communication skills, with a closing date for applications on 13 October 2025.

Qualifications

• Degree in Computer Science, Applied Mathematics, or related field required.
• Experience in quantitative credit investment analysis needed.
• Strong technical and analytical abilities are essential.

Responsibilities

• Perform quantitative credit investment analysis using tools like Moody's Riskfrontier.
• Develop and improve internal ratings scorecards.
• Conduct meaningful portfolio analysis for management.

Skills

Accounting

Action Planning

Analytics Software

Budget Management

Client Management

Computer Literacy

Data Classification

Data Compilation

Evaluating Information

Numerical Aptitude

Oral Communications

Policies & Procedures

Professional Presentation

Education

B.Sc. or B.Com/B.Bus.Sci (preferably honours)

NQF Level 7 - Degree, Advance Diploma or Postgraduate Certificate

Job description

Let's Write Africa's Story Together!

Old Mutual is a firm believer in the African opportunity and our diverse talent reflects this.

Job Description

This role is responsible for the management, maintenance, analysis and interpretation of portfolio data and information related to a diversified portfolio of credit investments comprising, inter alia, South African corporates, municipalities, state owned entities, leveraged buy-outs, project finance, property, securitisation transactions and developed market credit.

Responsibilities for the role would mainly be focused on the analysis and modelling of credit and financial data related to existing and new credit assets managed by the Credit Portfolio Management function within OMSFIN and for utilising one’s knowledge of credit instruments to build, maintain, validate and recalibrate, as and when necessary, internal models that are used to generate PD’s, LGD’s, economic capital metrics and SAM capital metrics that are used to inform investment decisions.

Key Result Areas

• Perform quantitative credit investment analysis using both excel based tools as well as Moody’s Riskfrontier to assess capital and returns.
• Develop and improve internal ratings scorecards.
• Perform portfolio analysis that would be meaningful to management and stakeholders.
• Needs to have a good understanding of financial modelling of structured loans, derivatives etc.

Qualifications and Experience Required

• B.Sc. (preferably honours) majoring in one or more of the following: Computer Science, Applied Mathematics, Mathematics, Statistics, Physics or other Pure / Applied Science or B.Com / B.Bus.Sci . (preferably honours) majoring in one or more of the following: Actuarial Science, Operations Research, Finance, Economics or Econometrics

Competencies

• Highly professional approach.
• Excellent planning and organisational skills.
• Excellent technical and analytical skills.
• Excellent attention to detail and affinity for data driven tasks.
• Problem solver.
• Strong communication skills (written and verbal).
• Ability to work well both independently and within a team.
• Strong commercial focus.
• Client service orientated.
• Ability to work under pressure.

Skills

Accounting, Action Planning, Analytics Software, Budget Management, Client Management, Computer Literacy, Data Classification, Data Compilation, Evaluating Information, Numerical Aptitude, Oral Communications, Policies & Procedures, Professional Presentation

Competencies

Business Insight Collaborates Communicates Effectively Decision Quality Ensures Accountability Financial Acumen Instills Trust Manages Complexity

Education

NQF Level 7 - Degree, Advance Diploma or Postgraduate Certificate or equivalent

Closing Date

13 October 2025, 23:59

The appointment will be made from the designated group in line with the Employment Equity Plan of Old Mutual South Africa and the specific business unit in question.

The Old Mutual Story!