SUMMARY:
We are seeking a Senior Consultant / Assistant Manager to join its Financial Risk Management business unit within the Credit Risk & Capital Management team. This specialist role focuses on developing and auditing complex credit risk models, supporting regulatory compliance, and leveraging advanced statistical techniques to quantify financial risks.
POSITION INFO:
Credit Risk Modelling & Development
Develop and review credit risk models for provisioning and regulatory capital requirements (e.g., IFRS9, scorecards)
Apply contemporary statistical techniques to enhance model accuracy and compliance
Automation & Coding
Assist with coding and automation of financial risk management models
Hone programming skills in Python, R, and SAS for model development and validation
Technical Advisory & Collaboration
Work with diverse teams to deliver quantitative solutions for local and global banking clients
Communicate complex quantitative concepts to both technical and non-technical stakeholders
Skills & Experience:
Strong understanding of statistical techniques in credit risk modelling
Ability to read, interpret, and create software code (Python, R, SAS)
Experience in quantitative credit risk roles is advantageous
Excellent communication and presentation skills
Resilient, team-oriented, and able to work under pressure
Qualifications:
Honours or Master’s degree in Quantitative Finance, Mathematics, Statistics, or related discipline
For more information contact:
Recruitment Consultant
Kayla Reddy:
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