Senior Credit Quantitative Specialist

Pivot Services; Cape Town; On-site; ZAR 900,000 - 1,300,000; Full time

Job summary

Pivot Services in Cape Town is seeking a Senior Credit Quantitative Specialist to own governance and application of credit risk modelling across shareholder exposures. The role leads quantitative analysis of investment credit transactions and models retail and investment credit exposures to inform risk, capital and investment decisions.

The incumbent validates credit models, maintains the effectiveness of the risk modelling framework and supports related system implementations, requiring deep

Qualifications

• Honours or Masters degree in Actuarial Science, Statistics, Mathematics, Applied Mathematics, Quantitative Finance, Finance.

Responsibilities

• Lead quantitative analysis of investment credit transactions, modelling of retail and investment credit exposures, consolidated portfolio risk assessment.
• Validate GCI-owned credit models and maintain the effectiveness of the credit risk modelling framework.
• Support implementation of related systems and interpret portfolio risk to inform investment, capital and risk decisions.

Education

Honours or Masters in Actuarial Science, Statistics, Mathematics, Applied Mathematics, Quantitative Finance, Finance

Job description

Added: 27 October 2026 Listed: 26 October 2026

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About the Role

The Senior Credit Quantitative Specialist is GCI's senior technical specialist responsible for the ownership, governance and application of credit risk modelling across OMLACSA shareholder credit exposures. The role leads quantitative analysis of investment credit transactions, modelling of retail and investment credit exposures, consolidated portfolio risk assessment and management interpretation to support investment, capital and risk decisions. It also supports implementation of related systems and is responsible for validation of GCI-owned credit models.

Key Responsibilities

• The role leads quantitative analysis of investment credit transactions, modelling of retail and investment credit exposures, consolidated portfolio ri... - It also supports implementation of related systems and is responsible for validation of GCI-owned credit models. - The incumbent is accountable for the effective operation and ongoing suitability of GCI's credit risk modelling framework, including approved model ap... - This requires deep theoretical knowledge and practical quantitative expertise to understand model construction, interrogate methodologies, data and ou...

Qualifications and Experience

• experience Required Honours or Masters degree in Actuarial Science, Statistics, Mathematics, Applied Mathematics, Quantitative Finance, Fina...