Financial Services Advisory: FSA (Credit Risk): Senior Analyst/ Consultant
Deloitte
- Midrand, Johannesburg
- Permanent
- Full-time
- Regulatory and Economic Capital Credit Models
- Scorecards and Analytics
- Behavioural Product Pricing
- Design, Development, and Implementation of Credit Monitoring Frameworks
- Collections Optimisation
- Strategy and Risk Appetite Statement
- Secondments
- Undergraduate degree specializing in one or more of the following disciplines: Statistics, Mathematics, Financial Engineering, Actuarial Science, Engineering, Economics or Econometrics
- At least 3 years of relevant work experience in banking, financial services consulting, or similar environment
- Fundamental credit risk modelling capabilities including predictive modelling techniques
- Basic understanding of the credit lifecycle, model risk management, Basel III regulations and the IFRS 9 standard
- Computer literacy: MS Word, Excel, and PowerPoint
- Coding skills: SAS, SAS (Enterprise Guide), R, and/or Python
- Personal aptitudes: Reliable, diligent, accountable, teachable, collaborative, attentive to detail
- Development and calibration of credit risk models
- Model validation, monitoring, and testing
- Benchmarking credit metrics amongst peers in a market
- Derivation of portfolio credit analytics
- Review of client deliverables to ensure quality, accuracy, and completeness
- Communication of project challenges and outcomes with clients and team members
- Drafting of project reports
- Sharing of knowledge and skills with colleagues