Quantitative Risk Analyst

Network Recruitment

  • Johannesburg, Gauteng
  • Permanent
  • Full-time
  • 20 days ago
Credit Quantitative ConsultantMy client is looking for a Credit Quantitative Consultant to join a high-performing analytics team, working on cutting-edge projects across retail and wholesale portfolios. If you're ready to stretch your modelling, coding, and client delivery skills in a startup-style consulting environment, then we want to hear from you.What You'll Do:
  • Model Development & Validation:
  • Build, refine, and validate credit risk models across the credit lifecycle (PD, EAD, LGD, SICR, and ECL)
  • Work with both retail and wholesale portfolios across product types (e.g. amortising loans and revolving credit)
  • Ensure that models meet IFRS 9 and Basel regulatory standards
  • Develop data cleaning, diagnostics, transformation, and back-testing tools
  • Code all modelling and data processes in SAS, SQL, or Python
  • Research and apply advanced techniques, including machine learning where applicable
  • Consulting Delivery:
  • Work directly with client teams, management, and Auditors during engagements
  • Prepare clear, high-quality documentation and present insights to stakeholders
  • Ensure the accurate, timely delivery of model outputs and results
  • Sales & Marketing Support:
  • Contribute to the development of marketing and proposal material
  • Assist with client presentations and proposal pitches
What You’ll Bring:
  • Education:
  • Honours Degree (or higher) in a quantitative discipline, such as Mathematics, Statistics, Actuarial Science, Applied Mathematics, Engineering, or a related field
  • Experience:
  • 1-3 years of professional experience, including at least 3 years in credit risk modelling
  • Strong working knowledge of IFRS 9 and/or Basel regulations
  • Hands-on experience coding in SAS and/or SQL (Python is an advantage)
  • Experience working in Excel, PowerPoint, and Word
  • Cloud computing exposure is a plus
  • Soft Skills:
  • Proactive, self-starter with a problem-solving mindset
  • Strong communicator with the ability to simplify complex technical topics
  • Collaborative team player with a solid work ethic
  • Ability to work under pressure and manage deadlines
Why Join?:
  • Work on high-impact credit risk projects across leading banks and lenders
  • Be part of a growing, agile, and expert team that values innovation
  • Enjoy hybrid flexibility and a startup-style environment with real career growth
  • Get involved in cutting-edge modelling techniques, including AI and machine learning
Please send your CV toShould you not hear from us within two weeks please consider your application unsuccessful.

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