Quantitative Credit Risk Specialist

Network Recruitment

  • Johannesburg, Gauteng
  • Permanent
  • Full-time
  • 28 days ago
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:
  • 3–5 years of professional experience
  • At least 3 years credit modelling experience
  • A minimum of an Honours Degree in a quantitative field (Mathematics, Statistics, Applied Maths, Actuarial Sciences, Engineering, etc.)
Technical Responsibilities:
  • Develop and validate PD, LGD, and EAD models across various credit portfolios
  • Perform IFRS 9 modelling and impairment calculations
  • Conduct model monitoring, backtesting, and performance analysis
  • Build, document, and maintain credit risk scorecards (application and behavioural)
  • Perform portfolio segmentation, data cleaning, and feature engineering
  • Execute stress testing and scenario analysis
  • Prepare technical model documentation in line with regulatory and internal governance standards
  • Work with large datasets using tools such as SAS, SQL, Python, or R
  • Present modelling outcomes and insights to internal stakeholders and clients
  • Ensure that models comply with regulatory standards (e.g. IFRS 9 and Basel)
Why Join?:
  • Exposure to exciting, multi-industry projects
  • Fast-growing, entrepreneurial environment
  • Hybrid work flexibility
  • Collaborative and innovative team culture
If 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!
Apply now ( ) or reach out for more info.Disclaimer:
If you do not hear back from us within two weeks, please consider your application for this vacancy unsuccessful. Your profile will be kept on our database for any other suitable roles in the future. We also invite you to reach out to us to discuss your next finance career opportunity.🔗 For more finance jobs, visit: Network Recruitment International

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