This opportunity is ideal for a professional who enjoys analytical problemâsolving , thrives in an environment that encourages independent thinking , and is passionate about contributing to robust risk management and regulatory excellence .In this role, you will provide independent oversight and validation of models used across the bank, spanning areas such as credit risk, capital adequacy, financial forecasting, and fraud detection . You will gain exposure across multiple modelling disciplines and work endâtoâend on validations , from conceptual review through to quantitative testing and final recommendations. Key Responsibilities: Perform comprehensive, endâtoâend validation of quantitative models across various banking domains Develop and implement challenger models to assess performance and robustness Evaluate model methodologies, assumptions, data quality, and governance frameworks Deliver clear, wellâstructured validation reports, including findings and recommendations Partner with technical and business stakeholders to resolve validation findings and enhance model performance Job Experience and Skills Required: Education: Degree in Mathematics, Statistics, Actuarial Science, Data Science, or a related quantitative field Experience: 36 years experience in credit scorecard development, validation, and monitoring Exposure to application and behavioural credit models and/or marketing scorecards Strong background in data mining, predictive modelling, and advanced analytics Solid understanding of the endâtoâend credit lifecycle Skills: Strong analytical thinking with high attention to detail Ability to manage multiple models and projects simultaneously Excellent communication skills, with the ability to engage both technical and nonâtechnical stakeholders Collaborative approach with the confidence to provide independent, wellâreasoned opinions Apply now! For more exciting Finance vacancies, please visit:
Quantitative Credit Modelling Analyst
NETWORK RECRUITMENT
johannesburg, johannesburg
Published 21 days ago
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