The Senior Quantitative Analyst is responsible for developing, implementing, monitoring, and supporting
quantitative credit models within the Credit Management department with a focus on IFRS9 modelling.

STRATEGIC INITIATIVES
Engages in Credit rules implementation
• Engage with IT, Collections and Sales departments regarding credit rule changes.
• Play a lead role in designing and implementing the credit rules integrated in the production environment.
• Proposes and implements calculated risks models based on data-driven analytics.
OPERATIONAL
Implements, credit and modelling standards
• Building of credit risk models across classes (PD, LGD, EAD, ECL) under IFRS 9
• Credit risk scorecard modelling, monitoring and evaluation
• Credit impairment assessment and due diligence reviews
• Design and review of risk governance of credit models
• Designing metrics that support business credit decisions
• Development of thought leadership material on relevant industry topics
Oversees analysis
• Monitors industry activities and trends and recommends changes to credit and business development
strategies.
• Gathers and analyses customer insight
• Researches and stays abreast of best practice, credit scoring, and model development practices.

EDUCATION
A Minimum of Honours BSc Degree Applied Mathematics/Statistics/Financial Mathematics or any other
analytical degree equivalent.