Lead Credit Risk Modeling & Strategy

Network Finance; Midrand; Presencial; ZAR 900.000 - 1.200.000; Jornada completa

Descripción de la vacante

Network Finance seeks an experienced Credit Risk Modeler to lead the development, calibration, and validation of IFRS 9 impairment models and Basel-related risk projects. You will oversee portfolio analytics, model performance monitoring, and benchmarking against peers.

You will engage with clients and senior stakeholders, present results clearly, mentor junior staff, and ensure timely delivery within budgets and risk controls while maintaining high data quality and regulatory compliance.

Formación

• 5-8 years' experience in Credit Risk, Banking, Financial Services, or Consulting environments.
• Proven experience in developing and validating IFRS 9 credit risk models.
• Strong exposure to PD, LGD, EAD, Basel II/III, and credit impairment methodologies.
• Retail credit risk experience advantageous.
• Previous project management and stakeholder engagement experience.

Responsabilidades

• Lead the development, enhancement, calibration, and validation of credit risk models.
• Manage IFRS 9 impairment and Basel-related credit risk projects.
• Conduct portfolio analytics, model performance monitoring, and benchmarking exercises.
• Review technical deliverables and project reports to ensure quality and accuracy.
• Engage with clients and senior stakeholders to communicate project outcomes and strategic recommendations.
• Mentor and develop junior team members while contributing to knowledge-sharing initiatives.
• Oversee project delivery, timelines, budgets, and risk management requirements.

Conocimientos

Advanced analytics

Leadership

Communication

Modeling

Python

SAS

R

MATLAB

VBA

Presentation skills

Educación

BSc in Mathematics/Statistics/Actuarial/Quant Finance

Herramientas

Python

SAS

R

MATLAB

VBA

Descripción del empleo

Network Finance seeks an experienced Credit Risk Modeler to lead the development, calibration, and validation of IFRS 9 impairment models and Basel-related risk projects. You will oversee portfolio analytics, model performance monitoring, and benchmarking against peers.

You will engage with clients and senior stakeholders, present results clearly, mentor junior staff, and ensure timely delivery within budgets and risk controls while maintaining high data quality and regulatory compliance.