Senior Credit Risk Modeller & Pricing Specialist

Talent Candey; Somerset West; On-site; ZAR 900,000 - 1,300,000; Full time

Job summary

Talent Candey is seeking a quantitative Credit Risk Analyst based in Somerset West to build, validate, and monitor credit risk models across the lifecycle. This Greenfield initiative demands strong data-driven decision making, data access, and collaboration with risk, finance, and leadership teams.

Responsibilities cover credit decisioning, affordability and IFRS 9 provisioning modelling, risk-based pricing, and governance.

Qualifications

• Bachelor's degree in a quantitative field specified.
• 5+ years in credit risk/ data science with leadership.
• Strong programming skills on SAS/SQL/Python/R.
• Experience building predictive models (credit scoring, IFRS 9, risk-based pricing).

Responsibilities

• Develop, validate, and monitor credit‑granting and affordability models.
• Develop and maintain IFRS 9 models (PD, LGD, EAD).
• Develop pricing models for profitability and risk adjustment.
• Support budgeting, forecasting, and analytics for credit items.
• Contribute to model governance and documentation.

Skills

Statistical modelling

Credit risk modelling

Leadership

Communication

Education

Bachelor's degree in statistics/mathematics/economics/engineering

Postgraduate degree

Tools

SAS

SQL

Python

R

Power BI

Looker

Tableau

Job description

Talent Candey is seeking a quantitative Credit Risk Analyst based in Somerset West to build, validate, and monitor credit risk models across the lifecycle. This Greenfield initiative demands strong data-driven decision making, data access, and collaboration with risk, finance, and leadership teams.

Responsibilities cover credit decisioning, affordability and IFRS 9 provisioning modelling, risk-based pricing, and governance.