Senior Credit Risk Consultant x 4 at KPMG South Africa

As a Senior Credit Risk Consultant, you will not only have a technical specialist role in the development and in the auditing of credit risk models (IFRS9, scorecards, etc.), but also be involved in the coaching and training of junior team members. 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:

• 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
• Support with the training of junior team membersParticipate in building a coaching culture aimed at getting the best out of others in an environment where everyone in the team feels empowered to speak up or challenge where appropria

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)
• Strong organisational and time management skills; able to work effectively in a fast-paced environment with conflicting priorities and deadlines
• Self-driven and resilient
• 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.
• Minimum 2 years of relevant experience within a quantitative credit risk-based role
• Some experience of managing, coaching or mentoring junior staff would be an asset