Senior Credit Risk Modeler — IFRS 9 & Basel Expert

JVR Software; Johannesburg; In loco; ZAR 600.000 - 900.000; Tempo pieno

Descrizione del lavoro

Network Finance in Gauteng is seeking a skilled credit risk specialist to join a specialist consulting team focused on banking and financial sector engagements. You will develop and validate credit risk models, perform portfolio analytics, and contribute to IFRS 9 and Basel-related projects.

This role offers exposure to leading financial institutions across Africa, with opportunities to mentor peers, present findings, and deliver high-quality reports to stakeholders.

Competenze

• Degree in Statistics, Mathematics, Actuarial Science, Financial Engineering, Economics, Econometrics, Engineering, or a related quantitative field.

Mansioni

• Develop, calibrate, and enhance credit risk models.
• Perform model validation, monitoring, and testing.
• Deliver portfolio analytics and credit risk insights.
• Support IFRS 9 and Basel-related projects.
• Benchmark credit risk metrics and portfolio performance.
• Review client deliverables for quality and accuracy.
• Prepare reports and present findings to stakeholders.
• Mentor junior team members and contribute to knowledge sharing.

Conoscenze

Credit Risk Modelling

IFRS 9

Basel Frameworks

Statistical Analysis

Predictive Modelling

Project Management

Report Writing

Stakeholder Management

Leadership

Formazione

Degree in Statistics, Mathematics, Actuarial Science, Financial Engineering, Economics, Econometrics, Engineering

Strumenti

SAS

R

Python

Descrizione del lavoro

Network Finance in Gauteng is seeking a skilled credit risk specialist to join a specialist consulting team focused on banking and financial sector engagements. You will develop and validate credit risk models, perform portfolio analytics, and contribute to IFRS 9 and Basel-related projects.

This role offers exposure to leading financial institutions across Africa, with opportunities to mentor peers, present findings, and deliver high-quality reports to stakeholders.