A large independent actuarial consultancy firm is on the lookout for a Senior Credit Risk Consultant to join their FRM team in Johannesburg.

As a Senior Credit Risk Consultant, you will have a technical specialist role in the development and in auditing of credit risk models (IFRS9, scorecards, etc.), as well as being involved in the coaching and training of junior team members.

In this role, you would have exposure to a wide range of modelling techniques used by banks ranging from smaller local credit providers to globally systemically important banks. You would also have coding skills in packages like Python, R and SAS.

Key requirements: Development and review of credit risk model both for provisioning and regulatory capital requirement Assisting with the coding and automation of financial risk management models Support with the training of junior team members

Experience: Minimum 2 years of relevant experience within a quantitative credit risk-based ro...