Job Summary
Key Responsibilities
- Develop and review credit risk models, including IFRS9 and regulatory capital models
- Manage project phases: planning, budgeting, execution, and close‑out
- Support coding, automation, and optimisation of financial risk models
- Coach, mentor, and uplift junior team members while fostering a strong analytical culture
Job Experience and Skills Required
Education:
- Honours or Master’s degree in Quantitative Finance, Mathematics, Statistics, or a similar quantitative discipline
- FRM advantageous
Experience:
- Minimum 6 years’ experience in credit risk
- Strong background in quantitative risk modelling and statistical techniques
- Experience managing small teams or workstreams
- Proven ability to communicate complex quantitative concepts clearly
Skills:
- Coding proficiency in Python, R, or SAS
- Strong organisational and time‑management abilities
- Excellent presentation and communication skills
- Ability to work under pressure with multiple priorities
Non‑negotiables:
- Quantitative modelling experience within credit risk
- Ability to write, interpret, and execute code
Apply now!
For more exciting Finance vacancies, please visit:
? https://www.networkrecruitmentinternational.com
I also specialise in recruiting for:
- Actuarial roles (Life, Short-Term, Health, Pensions, Quantitative)
- Data Scientists / Data Analysts (Python, R, SQL, Machine Learning)
- Risk Analysts (Credit, Market, Model Risk, Operational)
- Pricing Specialists (Insurance, Financial Products)
- ML & AI Data Scientists (ML Ops, NLP, Predictive Modelling)
- Quantitative Specialists across Banking, Insurance, and FinTech
If you have not had any response in two weeks, please consider your application unsuccessful. Your profile will be kept on our database for future roles.
For more information, contact:
Heidi Joubert
Specialist Recruitment Consultant
? 083 569 0525
Connect on LinkedIn: https://www.linkedin.com/in/heidi-joubert-1877a236/