Senior Manager, Credit and Capital

KPMG-SouthAfrica; Johannesburg; On-site; ZAR 800 000 - 1 200 000; Full time

Job summary

A leading consulting firm in Johannesburg is seeking a Senior Manager in credit risk modelling. The role demands strong quantitative skills, a proven track record in managing teams, and at least 8 years of experience in credit risk. Applicants with an Hons or Master's degree in a quantitative field and knowledge of SAS, Python, or R are preferred. Join a dynamic team to enhance clients' credit risk management capabilities.

Qualifications

• 8+ years of relevant experience within a quantitative credit risk-based role.
• Strong communication skills for articulating quantitative concepts.
• Proven track record in delivering complex projects.

Responsibilities

• Support the development and validation of credit risk models.
• Engage with clients to enhance credit risk management capabilities.
• Involve in capital management and balance sheet engagements.

Skills

Quantitative analysis

Statistical techniques

SAS

Python

R

Project management

Communication skills

Education

Hons or Master's degree in Quantitative Finance, Mathematics, Statistics, or Actuarial

Tools

SAS systems

Python

R

Job description

Description of the role and purpose of the job

Seeking quantitatively inclined individuals with experience of managing teams and mentoring junior staff. The role will be for a Senior Manager in credit risk modelling.

Key responsibilities

• Supporting with the organization and execution of the development and validation of credit risk models (impairment and capital) for provisioning and capital adequacy purposes.
• Supporting with other credit strategic engagements to assist clients with enhancing their credit risk management capabilities.
• Potential involvement with capital management and balance sheet management engagements, including ICAAP, Risk Appetite, Economic Capital modelling etc.
• Potential involvement with Financial Instrument valuations and financial modeling for loan book portfolios and corporates.
• Engaging with a vast client-base within the financial services industry, including banks, development finance institutions, micro-lenders and retailers.

Skills and attributes required for the role

• Relevant experience within a quantitative credit risk-based role
• Well versed in contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (, SAS, Python, or R)
• Strong organisational and time management skills
• Proven track record of managing and delivering workstreams
• Experience of managing teams, coaching and mentoring junior staff
• Able to work effectively in a fast-paced environment with conflicting priorities and deadlines.
• Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients

Minimum requirements to apply for the role (including qualifications and experience)

• A Hons or Master's degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics, Actuarial or equivalent
• Relevant experience within a quantitative credit risk-based role would be desired with at least 8 or more years of experience .
• FRM (GARP) advantageous
• SAS systems skills would be required. Python and R advantageous
• Must have strong communication skills at articulating quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients.
• Must have a proven track record to deliver complex projects