Quantitative Credit Risk Analyst

Bdo South Africa; Gauteng; On-site; ZAR 360,000 - 600,000; Full time

Job summary

BDO South Africa's Financial Services Advisory practice is seeking a Credit Analyst to join the CRS team, supporting audit and advisory engagements across banks, financial institutions and corporate clients. The role concentrates on quantitative credit risk modelling, model validation, data analytics and automation, with emphasis on IFRS 9 ECL reviews and the assessment of credit risk models.

Collaborating with senior specialists and client stakeholders, you will deliver high-quality analyses,

Qualifications

• Experience in quantitative credit risk modelling and IFRS 9 ECL reviews.

Responsibilities

• Perform independent reviews and reperformance of IFRS 9 ECL models across lending portfolios.
• Validate PD, LGD and EAD methodologies and perform gap analyses.
• Develop automated data processing pipelines and reporting workflows.
• Prepare technical working papers and clear client deliverables.
• Collaborate with engagement teams to meet timelines and quality standards.

Skills

Credit risk modelling

Model validation

Data analytics

Automation

Tools

Python

R

SAS

SQL

Excel

Job description

BDO South Africa's Financial Services Advisory practice is seeking a Credit Analyst to join the CRS team, supporting audit and advisory engagements across banks, financial institutions and corporate clients. The role concentrates on quantitative credit risk modelling, model validation, data analytics and automation, with emphasis on IFRS 9 ECL reviews and the assessment of credit risk models.

Collaborating with senior specialists and client stakeholders, you will deliver high-quality analyses,