Location
johannesburg, city of johannesburg metropolitan municipality, South-Africa
Posted
July 24, 2026
Job Description
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.
- 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 modell...