Specialist : Credit Quantification

Liberty Group South Africa; Johannesburg; On-site; ZAR 600 000 - 800 000; Full time

Job summary

A leading financial services company in Johannesburg seeks a Specialist in Credit Quantification. Responsibilities include developing reporting requirements, managing credit risk data, and implementing methodologies. Candidates should have a degree in Mathematical or Statistical sciences, and 3-5 years of experience in banking or insurance. Strong programming skills in C++/Python/SQL are highly advantageous.

Qualifications

• 3–5 years' experience in the financial sector (banking or insurance).
• Experience in environments with unstructured data and manual processes.
• Knowledge of financial markets and asset classes.
• Familiarity with regulatory capital frameworks (Solvency II / SAM or Basel II / III).
• Hands-on experience in credit risk management or reporting in investment banking.

Responsibilities

• Develop and implement reporting requirements for credit portfolio management.
• Manage and maintain data for credit risk reporting deliverables.
• Document data and operational processes.
• Provide ongoing support for the broader Credit Function.
• Ensure robust implementation of credit risk methodologies.
• Analyse quantitative credit models and reports.

Skills

Structured work methods for unstructured processes and data

Credit Risk practices for financial institutions

Regulatory capital reporting regimes (SAM / Basel)

Financial market knowledge

Data manipulation and processing tools

Programming knowledge: C+/C++, Python, SQL

Interpersonal Skills

Strong communication skills

Ability to meet deadlines

Resilient under pressure

Education

Degree in Mathematical, Statistical, or Pure Sciences

Working towards FRM or CFA certification

Job description

Specialist : Credit Quantification

Join to apply for the Specialist: Credit Quantification role at Liberty Group South Africa.

Purpose of the Role

Contribute to an organisation-wide quantitative credit risk capability, including: Data preparation. Development and implementation of methodologies, systems, and processes. SAM capital requirements.

Qualifications & Experience

• Degree in Mathematical, Statistical, or Pure Sciences (e.g., BSc in Financial Engineering or related field)
• Working towards FRM or CFA certification (advantageous)
• 3–5 years' experience in the financial sector (banking or insurance)
• Experience in environments with unstructured data and manual processes
• Knowledge of financial markets and asset classes
• Familiarity with regulatory capital frameworks (Solvency II / SAM or Basel II / III advantageous)
• Hands‑on experience in credit risk management or reporting in investment banking
• Exposure to risk systems implementation and reporting frameworks

Key Responsibilities

• Develop and implement reporting requirements for credit portfolio management, concentration reporting, and regulatory capital management
• Manage and maintain data for credit risk reporting deliverables, including data identification and mapping
• Document data and operational processes
• Provide ongoing support for the broader Credit Function
• Ensure robust implementation of credit risk methodologies within Liberty
• Analyse quantitative credit models and reports to provide insights for business decisions
• Participate in ad hoc projects

Knowledge & Skills

• Structured work methods for unstructured processes and data
• Credit Risk practices for financial institutions
• Regulatory capital reporting regimes (SAM / Basel)
• Financial market knowledge
• Data manipulation and processing tools
• Programming knowledge: C+/C++, Python, SQL (highly advantageous)
• Interpersonal Skills: Detail-oriented with ability to work with large datasets
• Strong communication skills across all levels
• Ability to meet deadlines and manage competing priorities
• Resilient under pressure, self‑motivated, and driven

Why Join Us?

At Liberty, we value innovation, collaboration, and continuous growth.

You’ll have the opportunity to work on impactful projects and contribute to shaping our credit risk capabilities.

Seniority level: Associate. Employment type: Full-time. Job function: Product Management. Industries: Insurance.