Senior Credit Risk Consultant

JVR Software; Johannesburg; On-site; ZAR 900,000 - 1,300,000; Full time

Job summary

JVR Software in Johannesburg is seeking a Senior Credit Risk Consultant to join their FRM team. You will develop and audit credit risk models (IFRS9, scorecards) and mentor junior colleagues.

You will work with banks across the spectrum and apply Python, R and SAS to model development, validation, and automation. Experience in quantitative credit risk and coaching is preferred, with an Honours/Master's in a quantitative field.

Qualifications

• Development and review of credit risk models for provisioning and regulatory capital.
• Assisting with coding and automation of financial risk management models.
• Support with the training of junior team members.

Responsibilities

• Development and review of credit risk models for provisioning and regulatory capital.
• Assisting with the coding and automation of financial risk management models.
• Support with the training of junior team members.

Skills

Python

R

SAS

Credit risk modeling

Education

Honours/Masters in Quantitative discipline

Job description

A large independent actuarial consultancy firm is on the lookout for a Senior Credit Risk Consultant to join their FRM team in Johannesburg.

As a Senior Credit Risk Consultant, you will have a technical specialist role in the development and in auditing of credit risk models (IFRS9, scorecards, etc.), as well as being involved in the coaching and training of junior team members.

In this role, you would have exposure to a wide range of modelling techniques used by banks ranging from smaller local credit providers to globally systemically important banks. You would also have coding skills in packages like Python, R and SAS.

Key requirements:

• Development and review of credit risk model both for provisioning and regulatory capital requirement
• Assisting with the coding and automation of financial risk management models
• Support with the training of junior team members

Experience:

• Minimum 2 years of relevant experience within a quantitative credit risk-based role
• Some experience in managing, coaching or mentoring junior staff would be advantageous

Education & certificates:

• A Hons or Master’s degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent.

Salary:

• Salary: negotiable.
• Our client is offering a highly competitive salary for this role based on experience.