Location : Midrand (Hybrid)
Job Type : Full-time
Are you a credit modelling expert looking for your next exciting move? Join a dynamic start-up consulting environment where innovation meets impact.
We're looking for a Credit Quantitative Consultant who thrives in a fast-paced setting and is passionate about developing, refining, and validating credit risk models across various high-impact projects.
Minimum Requirements :
- 35 years of professional experience
- At least 3 years credit modelling experience
- A minimum of an Honours Degree in a quantitative field (Mathematics, Statistics, Applied Mathematics, Actuarial Sciences, Engineering, etc.)
Technical Responsibilities :
Develop and validate PD, LGD, and EAD models across various credit portfoliosPerform IFRS 9 modelling and impairment calculationsConduct model monitoring, backtesting, and performance analysisBuild, document, and maintain credit risk scorecards (application and behavioural)Perform portfolio segmentation, data cleaning, and feature engineeringExecute stress testing and scenario analysisPrepare technical model documentation in line with regulatory and internal governance standardsWork with large datasets using tools such as SAS, SQL, Python, or RPresent modelling outcomes and insights to internal stakeholders and clientsEnsure models comply with regulatory standards (e.g. IFRS 9 and Basel)Why Join? :
Exposure to exciting, multi-industry projectsFast-growing, entrepreneurial environmentHybrid work flexibilityCollaborative and innovative team cultureIf you're ready to take your credit modelling career to the next level within a vibrant consulting environment, then we want to hear from you!