Senior Credit Risk Modelling Specialist

Old Mutual Limited; South Africa; On-site; ZAR 1,000,000 - 1,800,000; Full time

Job summary

Old Mutual Limited in Pinelands, South Africa, seeks a Senior Credit Quantitative Specialist to lead credit risk modelling, validation and portfolio analytics across shareholder exposures. You will own model governance, support investment decisions, and validate systems supporting risk reporting and ORSA scenarios.

The role requires 8–12 years of quantitative experience, expertise in Moody’s RiskFrontier, Python, SQL and advanced Excel, with strong stakeholder engagement and governance

Qualifications

• Honours or Masters in a quantitative field plus 8–12 years in quantitative credit analysis.
• Experience in credit risk modelling, portfolio analysis and stress testing.
• Proficiency with Moody’s RiskFrontier or similar risk platforms and data tooling.

Responsibilities

• Own the credit risk modelling framework and data controls for shareholder exposures.
• Apply models to investment credit transactions and assess risk-adjusted returns.
• Validate GCI-owned credit models including governance and remediation follow-up.
• Produce consolidated Moody’s RiskFrontier outputs for cross-portfolio view.

Skills

Credit risk modelling

Quantitative analysis

Stress testing

Model validation

Stakeholder engagement

Excel

Python

SQL

Education

Honours Degree (Hons)

Tools

Moody’s RiskFrontier

Python

SQL

Excel

Job description

Old Mutual Limited in Pinelands, South Africa, seeks a Senior Credit Quantitative Specialist to lead credit risk modelling, validation and portfolio analytics across shareholder exposures. You will own model governance, support investment decisions, and validate systems supporting risk reporting and ORSA scenarios.

The role requires 8–12 years of quantitative experience, expertise in Moody’s RiskFrontier, Python, SQL and advanced Excel, with strong stakeholder engagement and governance