Function And Business Unit Financial Risk Management – Credit Risk and Capital Management Description Of The Role And Purpose Of The Job We have an exciting opportunity to join our Financial Risk Management business unit, since we are looking to fill a Manager position in our Credit Risk & Capital Management team. We are a specialist function within KPMG’s Advisory Practice which has as its main purpose to assist clients with the development and review of often complex statistical models used to quantify financial risks. The Credit Risk & Capital management team is made up of credit risk modellers and analysts from a broad and diverse range of quantitative backgrounds, including mathematics, statistics, engineering and actuarial. Job Title/position Credit Risk Manager Number Of Positions 2 Key Responsibilities Development and review of credit risk model both for provisioning and regulatory capital requirement purposes Support with managing projects in the planning/budgeting, execution, and close‑out phases. Assisting with the coding and automation of financial risk management models Participating 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 appropriate. Skills And Attributes Required For The Role Relevant experience within a quantitative credit risk‑based role Well‑versed in contemporary statistical techniques and practices in credit risk modelling Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (e.g. SAS, Python or R) Strong organisational and time‑management skills Proven track record of managing and delivering small workstreams Experience of managing teams, coaching and mentoring junior staff Able to work effectively in a fast‑paced environment with conflicting priorities and deadlines Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non‑technical individuals Participating 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 appropriate. 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; FRM advantageous At least 6 years of experience in credit risk #J-18808-Ljbffr
Quantitative Credit Risk Manager
KPMG SOUTH AFRICA
johannesburg, johannesburg
Published 14 days ago
Report job