Senior Greenfield Credit Risk Modeller

Talent Candey; Wes-Kaap; On-site; ZAR 600,000 - 1,100,000; Full time

Job summary

Talent Candey is seeking a skilled Credit Risk Analyst for a Banking client in Somerset West, CT. The role focuses on building and validating foundational credit risk models across the lifecycle, including IFRS 9 provisioning and risk‑based pricing, in a fast-paced environment.

Candidates should have 5+ years in credit risk or data science, strong SAS/SQL/Python or R skills, and experience with data visualization tools such as Power BI, Looker, or Tableau.

Qualifications

• Bachelor’s degree in Statistics, Mathematics, Actuarial Science, Economics, Engineering, or related quantitative field.
• Postgraduate degree is advantageous.
• 5+ years in Credit Risk, Quantitative Analyst, or Data Science in banking/financial services, in a team-leader capacity.
• Strong programming skills in SAS, SQL, Python or R for analysis and modelling (SAS preferred).
• Strong SQL for data manipulation and querying.
• Experience building/predictive models: credit decisioning, affordability, behavioural scorecards.
• Experience with data viz tools such as Power BI, Looker, or Tableau.
• Behavioural competencies: proactive, analytical, communicative, owner mindset.

Responsibilities

• Develop, validate, and monitor credit‑granting and account management models (scorecards, affordability, etc.).
• Implement quantitative models for affordability assessments complying with NCA.
• Develop, validate, and maintain IFRS 9 models for ECL (PD, LGD, EAD).
• Establish SICR criteria and integrate forward‑looking information into provisioning.
• Develop and monitor risk‑based pricing models for new credit products.
• Produce analytics and monitoring packs for senior management and regulators; support governance and validation.

Skills

SAS

SQL

Python

R

Credit risk modelling

Data visualization

Education

Bachelor’s degree in a quantitative field

Postgraduate degree advantageous

Tools

Power BI

Looker

Tableau

Job description

Talent Candey is seeking a skilled Credit Risk Analyst for a Banking client in Somerset West, CT. The role focuses on building and validating foundational credit risk models across the lifecycle, including IFRS 9 provisioning and risk‑based pricing, in a fast-paced environment.

Candidates should have 5+ years in credit risk or data science, strong SAS/SQL/Python or R skills, and experience with data visualization tools such as Power BI, Looker, or Tableau.