Senior Credit Risk Consultant — Models, Coaching & Coding

KPMG South Africa; Johannesburg; On-site; ZAR 900,000 - 1,200,000; Full time

Job summary

A leading financial services firm in Johannesburg is seeking a Senior Credit Risk Consultant to support the development and auditing of credit risk models. The ideal candidate will have a quantitative background, with a focus on credit risk modelling and a passion for coaching junior staff. This position provides exposure to various modelling techniques and cutting-edge technology, requiring strong programming skills in languages like Python, R, and SAS. This role calls for a proactive team player with excellent communication skills.

Qualifications

• Minimum 2 years of relevant experience in a quantitative credit risk role.
• Experience managing, coaching, or mentoring junior staff is a plus.

Responsibilities

• Develop and review credit risk models for provisioning and regulatory purposes.
• Assist with coding and automation of financial risk management models.
• Participate in building a coaching culture within the team.

Skills

Understanding of contemporary statistical techniques

Proficiency in SAS, Python, or R

Strong organizational and time management skills

Self-driven and resilient

Team player

Good communication skills

Education

Hons or Masters degree in Quantitative Finance, Mathematics, Statistics

Job description

A leading financial services firm in Johannesburg is seeking a Senior Credit Risk Consultant to support the development and auditing of credit risk models. The ideal candidate will have a quantitative background, with a focus on credit risk modelling and a passion for coaching junior staff. This position provides exposure to various modelling techniques and cutting-edge technology, requiring strong programming skills in languages like Python, R, and SAS. This role calls for a proactive team player with excellent communication skills.