Job title : Manager - Credit Risk
Job Location : Gauteng, Johannesburg
Deadline : October 09, 2025
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- We are currently recruiting for a Manager within our Financial Services Risk Management – Quantitative Advisory Services (QAS) team. The role will focus on credit risk. This includes credit risk modelling, credit risk model validation and the development of advanced analytical solutions for credit decisioning.
- The practice focusses on financial services across banking, insurance, and corporate treasuries.
Your key responsibilities
The successful applicant will help develop and lead a team which can offer our clients advice and hands on assistance with issues such as :
Development and validation of credit risk models (PD, LGD, EAD, ECL) under IFRS 9Credit impairment assessment and due diligence reviewsCreate visualisations of data and generate in-depth insightsReview and validation of Basel internal rating-based modelsRegulatory capital modellingDesign and review of credit risk pricing modelsDevelopment of thought leadership material on relevant industry topicsClient responsibilities
Participate in and, as required, lead FSRM client engagementsDevelop long-term, sustainable relationships with key client stakeholders in line with our go to market strategies and individual market development initiativesDevelop client solutions based on a deep understanding and knowledge of clients’ business needsDevelop informed views for clients on the implications of current and anticipated industry issuesGenerate new business sales through proactively managing key accounts, identifying new client opportunities and playing a significant role in developing and driving sales campaigns / solutionsPeople responsibilities
Live the EY valuesAct as a thought leader in the field of credit riskLead engagement teams and accountsDevelop people through effectively supervising, coaching and mentoring all junior levels of staffProvide learning and growth opportunities to staff and encourage the potential within all staff to take on challenging opportunitiesConduct performance reviews and contribute to performance feedback for junior levels of staffContribute to people initiatives including recruiting, retaining and training FSRM professionalsMaintain an educational program to continually develop your own personal skillsQualifications and experience required
Relevant Masters (MComm / MSc / MPhil) or Honours degree in quantitative field like computer science, engineering, actuarial, statistics, mathematics, or related fieldProfessional qualification (CFA / FRM / PRM / FIA / FASSA) a plusSound understanding of quantitative methods and the application of these to financial risk managementSound understanding of data science methodsA minimum of 5 years relevant working experienceOther skills and attributes for success
Strong analytical skills and statistical aptitude in a modelling environmentExperience in the development, review and validation of credit risk models (PD, LGD, EAD, ECL) under IFRS 9 and Basel internal rating-based models is a plusProficient in MS officeProficient in SASProficient in VBA, R or PythonInnovative, creative thinkingRobust project management skillsSolid presentation skillsEffective time managementStrong writing skillsInitiative and enthusiasmResponsibility and maturityPeople skillsProfessionalismConfidence to be client-facingAbove average linguistic aptitudeAbility to work under pressureFlexibility to accept change and adaptAccounting / Financial Services jobs