Introduction

Our client is seeking an experienced Credit Risk Modelling Specialist in Cape Town! The ideal candidate will possess a deep understanding of credit risk modelling methodologies, statistical analysis, and the corresponding financial regulations and auditing standards.

Duties & Responsibilities

Key Responsibilities of successful candidate:
• Stay abreast of industry best practices, regulatory developments, and emerging trends in credit risk modelling.
• Audit Support.
• Provide expertise and support as a credit risk expert to the Auditors and their clients through us.
• Conduct comprehensive reviews of existing credit risk models as part of the external audit team.
• Collaborate with stakeholders to gather relevant information for the model review process.
• Provide clear and detailed reports on audit findings and recommendations.
• Advisory services
• Develop and enhance credit risk models for clients, ensuring amongst others, compliance with IFRS 9 standards.
• Work with model developers to address audit recommendations and implement corrective actions.

Desired Experience & Qualification

Key Requirements:
• Bachelor's or advanced degree in a quantitative field, or a qualified or partly qualified Actuary.
• Proven experience in credit risk modelling with a focus on IFRS 9 standards.
• Strong proficiency in statistical modelling techniques and programming languages.
• Familiarity with data management, data governance, and database technologies.
• Effective communication skills with the ability to convey complex concepts.
• Minimum of 5 years of experience in credit risk modelling.
• Experience working within an auditing environment and conducting external audits of credit risk models.
• Experience in respect of the practical application of the Basel regulatory framework will be a significant advantage.

Interested?

Should you meet the minimum requirements for this position, you can forward your comprehensive CV to finance.careers@attainpeople.co.za . Alternatively, you can phone the team on 021 180 4090.

For more finance jobs, visit our website on www.attainpeople.co.za.

Correspondence will only be conducted with short listed candidates. Should you not hear from us within 3 days, please consider your application unsuccessful.