Key Responsibilities:

• Lead the design, development, implementation, and enhancement of IFRS 9 and Basel Credit Risk models.
• Deliver advanced quantitative models that support effective risk management and regulatory compliance.
• Perform statistical analysis, forecasting, stress testing, and scenario modelling to provide meaningful business insights.
• Present technical findings and strategic recommendations to senior management and key stakeholders.

Job Experience and Skills Required:

• Honours Degree in Statistics, Mathematics, Econometrics, Actuarial Science, Quantitative Finance, Financial Engineering, Applied Mathematics, or a related quantitative field.
• Minimum 5 years' experience developing Credit Risk models within the banking or financial services sector.
• Demonstrated experience with IFRS 9 and/or Basel regulatory modelling.
• Strong analytical and statistical modelling capabilities with experience using SAS (advantageous).

Apply now!

For more exciting Finance vacancies, please visit:

I also specialise in recruiting in the following:

•  Actuarial: Life, Short-Term, Health, Pensions, and Quantitative
• Data & Analytics: Data Scientists, Data Analysts (Python, R, SQL, Machine Learning) Risk: Credit Risk, Market Risk, Model Risk, and Operational Risk Analysts
• Pricing: Specialists in Insurance and Financial Products
• AI & Machine Learning: ML Ops, NLP, Predictive Modelling Data Scientists
• Quantitative: Experts across Banking, Insurance, and FinTech

If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.

For more information, contact:
Irene Venter
Recruitment Consultant