Assistant Manager - Credit Risk Modelling

A leading audit firm is looking for an Assistant Manager – Credit Risk Modelling to join their FRM team in Johannesburg.

In this role, you would support the development and validation of credit risk models for provisioning and capital adequacy. You would assist in managing the teams and mentor junior staff.

• 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 (e.g. SAS, Python, or R)
• Strong organisational and time management skills
• Proven track record of managing and delivering small work streams
• Experience in 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 the ability to articulate quantitative concepts to both technical and non-technical individuals

• At least 2 – 3 years of credit risk experience
• Familiar with SAS, Python, or R
• Experience mentoring junior staff

• A Hons or Masters’ degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent