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Credit risk Quant

Employer
Network2
Location
Cape Town Region Cape Town, Western Cape Western Cape, South Africa
Salary
Competitive
Closing date
Dec 19, 2024
View more categoriesView less categories
Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Join Our Team as a Credit Risk Quant!

Are you a passionate problem-solver with a knack for numbers? Do you excel at leveraging data-driven insights to manage risk and optimize outcomes? If so, we want YOU to be part of our dynamic Credit Risk team!

What You'll Do:
As a Credit Risk Quant, you will:
  • Develop and validate cutting-edge credit risk models (PD, LGD, EAD) using statistical and machine learning techniques.
  • Analyze portfolio performance and identify key risk drivers to guide decision-making.
  • Work closely with stakeholders across business units to implement risk strategies that align with regulatory requirements and business goals.
  • Conduct stress testing and scenario analysis to ensure resilience across economic conditions.
  • Provide actionable insights from data and contribute to risk mitigation initiatives.

What We're Looking For:
  • A Degree in Mathematics, Statistics, Actuarial Science, or a related field (Advanced Degrees are a plus).
  • Proficiency in tools like Python, R, SAS, SQL, or MATLAB.
  • A solid understanding of credit risk frameworks and regulations (e.g., Basel, IFRS 9).
  • Strong analytical and problem-solving skills, with an eye for detail.
  • The ability to work in a fast-paced environment and deliver high-quality results.

For more Actuarial and Analytics jobs, please visit www.networkrecruitment.co.za

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:
Robyn Peskin
Specialist Consultant: Actuarial & Analytics
[email protected]

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