Job Summary What You'll Do: Model Development & Validation
Build, refine, and validate credit risk models across the credit lifecycle (PD, EAD, LGD, SICR, ECL)
Work with both retail and wholesale portfolios across product types (e.g. amortising loans, revolving credit)
Ensure models meet IFRS 9 and Basel regulatory standards
Develop data cleaning, diagnostics, transformation, and back-testing tools
Code all modelling and data processes in SAS, SQL, or Python
Research and apply advanced techniques, including machine learning where applicable
Consulting Delivery
Work directly with client teams, management, and auditors during engagements
Prepare clear, high-quality documentation and present insights to stakeholders
Ensure accurate, timely delivery of model outputs and results
Sales & Marketing Support
Contribute to the development of marketing and proposal material
Assist in client presentations and proposal pitches
What You'll Bring: Education
Honours degree (or higher) in a quantitative discipline such as Mathematics, Statistics, Actuarial Science, Applied Mathematics, Engineering, or related field
Experience
1-3 years of professional experience, including at least 3 years in credit risk modelling
Strong working knowledge of IFRS 9 and/or Basel regulations
Hands-on experience coding in SAS and/or SQL (Python is an advantage)
Experience working in Excel, PowerPoint, and Word
Cloud computing exposure is a plus
Soft Skills
Proactive, self-starter with a problem-solving mindset
Strong communicator with the ability to simplify complex technical topics
Collaborative team player with a solid work ethic
Ability to work under pressure and manage deadlines
Why Join?
Work on high-impact credit risk projects across leading banks and lenders
Be part of a growing, agile, and expert team that values innovation
Enjoy hybrid flexibility and a startup-style environment with real career growth
Get involved in cutting-edge modelling techniques, including AI and machine learning
Please send your CV to Should you not hear from us within two weeks please consider your application unsuccessful Network Finance Recruiter
Beware of fraud agents! do not pay money to get a job
MNCJobs.co.za will not be responsible for any payment made to a third-party. All Terms of Use are applicable.