Senior Manager, Credit and Capital
KPMG South Africa
Date: 3 days ago
City: Johannesburg, Gauteng
Contract type: Full time
Description Of The Role And Purpose Of The Job
Seeking quantitatively inclined individuals with experience of managing teams and mentoring junior staff. The role will be for a Senior Manager in credit risk modelling.
Key Responsibilities
Seeking quantitatively inclined individuals with experience of managing teams and mentoring junior staff. The role will be for a Senior Manager in credit risk modelling.
Key Responsibilities
- Supporting with the organization and execution of the development and validation of credit risk models (impairment and capital) for provisioning and capital adequacy purposes.
- Supporting with other credit strategic engagements to assist clients with enhancing their credit risk management capabilities.
- Potential involvement with capital management and balance sheet management engagements, including ICAAP, Risk Appetite, Economic Capital modelling etc.
- Potential involvement with Financial Instrument valuations and financial modeling for loan book portfolios and corporates.
- Engaging with a vast client-base within the financial services industry, including banks, development finance institutions, micro-lenders and retailers.
- 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 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 and be able to engage senior management and clients
- A Hons or Master’s degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics, Actuarial or equivalent
- Relevant experience within a quantitative credit risk-based role would be desired with at least 8 or more years of experience.
- FRM (GARP) advantageous
- SAS systems skills would be required. Python and R advantageous
- Must have strong communication skills at articulating quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients.
- Must have a proven track record to deliver complex projects
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