Senior Credit Risk Analytics Manager

JVR Software; Johannesburg; Presencial; ZAR 900 000 - 1 500 000; Tempo integral

Resumo da oferta

Industry-leading firm is seeking an experienced Quantitative Analytics Manager to join its Financial Risk Management unit. The role focuses on developing and auditing credit risk models (IFRS9, scorecards) and mentoring junior staff.

You will work with a diverse team from mathematics, statistics, engineering and actuarial backgrounds, applying modern techniques and coding in Python, R and SAS to deliver high-impact client solutions.

Qualificações

• Understanding contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code; experience with SAS, Python, or R.
• Strong organisational and time management skills; able to work in a fast-paced environment with conflicting priorities and deadlines.
• Self-driven and resilient.
• Team player.
• Good presentation and communication skills with the ability to articulate quantitative concepts to both technical and non-technical audiences.

Responsabilidades

• Develop and audit credit risk models (IFRS9, scorecards, etc.).
• Coach and train junior team members.
• Work with a range of quantitative approaches and technologies.
• Collaborate with the Advisory Practice to support client engagements.

Conhecimentos

Statistical techniques in credit risk

Code reading/writing

Organisational/time management

Self-driven/resilient

Team player/communication

Formação académica

Honours or Masters in Quantitative Finance/Math/Statistics

Ferramentas

SAS

Python

R

Descrição da oferta de emprego

Industry-leading firm is seeking an experienced Quantitative Analytics Manager to join its Financial Risk Management unit. The role focuses on developing and auditing credit risk models (IFRS9, scorecards) and mentoring junior staff.

You will work with a diverse team from mathematics, statistics, engineering and actuarial backgrounds, applying modern techniques and coding in Python, R and SAS to deliver high-impact client solutions.