Senior Manager, Credit and Capital

KPMG-SouthAfrica • Other • Johannesburg, Gauteng, South Africa • 7h ago

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:

• 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.

Skills and attributes required for the role:

• 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 (, 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

Minimum requirements to apply for the role (including qualifications and experience):

• 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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