Credit Risk Senior Consultant / Assistant Manager x 4 at KPMG South Africa

As a Credit Risk Senior Consultant / Assistant Manager, you will have a technical specialist role in the development and in the auditing of credit risk models (IFRS9, scorecards, etc.). The role offers exposure to a wide range of modelling techniques used by banks ranging from smaller local credit providers to globally systemically important banks. It also provides access to the latest technologies and developments and you will be able to hone your coding skills in packages like Python, R and SAS.

Key responsibilities:

• Supporting with the development and review of credit risk model both for provisioning and regulatory capital requirement purposes
• Assisting with the coding and automation of financial risk management models

Skills and attributes required for the role:

• Understanding of contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and ideally some experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R).
• Relevant experience within a quantitative credit risk-based role would be an asset
• Ability to cope with and work under pressure
• Resilient and a team player
• Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals

Minimum requirements to apply for the role (including qualifications and experience):

• A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent.