Remote IFRS 9 Modelling Lead - End-to-End Credit Risk

Truffle; Wes-Kaap; Remote; ZAR 900,000 - 1,800,000; Full time

Job summary

Truffle, a remote-first fintech, is seeking an IFRS 9 Modelling Lead to own impairment modelling across its lending portfolio. The role combines hands-on model development with the ability to explain results to Finance, leadership and external auditors.

You will build production-quality Python models and supporting data pipelines (PD/LGD/EAD/ECL), partner with Finance on period-end figures, defend methodologies, and share best practices with the data science team.

Qualifications

• 5–8 years of credit risk or impairment modelling experience.
• Hands-on IFRS 9 model development, maintenance and management.
• Strong Python skills, with SQL and data wrangling.
• Experience presenting and defending impairment models to external auditors and senior finance stakeholders.
• Ability to operate independently, own the impairment function end-to-end and communicate with finance, audit and business audiences.
• Preferred: fintech lending experience in emerging markets and cloud computing.
• Preferred: stress testing, macroeconomic scenario analysis or forward-looking impairment overlays; model governance, model risk management or independent validation frameworks; and Basel or other prudential capital modelling.
• A bachelor's degree with a strong quantitative component, such as Actuarial Science, Statistics, Mathematics, Economics, or Engineering.

Responsibilities

• Own the IFRS 9 impairment modelling process across lending products and extend the framework as new products are introduced.
• Build, maintain and improve production-quality Python models and supporting data pipelines, covering PD, LGD, EAD and ECL.
• Partner with Finance to produce and defend impairment figures each reporting period, and advise leadership on credit-loss implications of portfolio decisions.
• Present and defend methodologies and results to external auditors, and respond to queries from finance leadership and board committees.
• Balance model development and maintenance with reporting-cycle analytics, and take on additional financial modelling and forecasting as the role develops.
• Share technical standards, tooling and practices with the wider data science team.

Skills

IFRS 9 modelling

Python

SQL

Credit risk

Stakeholder engagement

Education

Bachelor's degree in quantitative field

Tools

Python for modelling

SQL

Data pipelines

Cloud computing

Job description

Truffle, a remote-first fintech, is seeking an IFRS 9 Modelling Lead to own impairment modelling across its lending portfolio. The role combines hands-on model development with the ability to explain results to Finance, leadership and external auditors.

You will build production-quality Python models and supporting data pipelines (PD/LGD/EAD/ECL), partner with Finance on period-end figures, defend methodologies, and share best practices with the data science team.