Credit Risk Assistant Manager, Johannesburg or Cape Town, South AfricaThe opportunityWe are looking to expand our Quantitative Advisory Services (QAS) team by recruiting suitably qualified and experienced individuals.
QAS focuses on providing credit risk, market risk and data science solutions to banking, insurance and other corporate clients.
Our services cover statutory, regulatory and other quantitative areas from both a consulting and an assurance perspective.Your key technical responsibilitiesThe design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9The design, review and validation of Basel IRB modelsCredit impairment assessment and due diligence reviewsCreation of data visualisations, generating in-depth insightsDesign and review of credit risk pricing modelsDesign and review of economic capital modelsYour client and business responsibilitiesParticipate in client engagementsAssist with the build and delivery of client solutions, based on knowledge of clients' agendasDevelop informed views for clients on the implications of current and anticipated industry issuesAssist with new business sales through proactively managing accounts, identifying new client opportunities and playing a role in developing and driving sales campaignsMaintain an educational program to continually develop your own personal skillsTo qualify for the role, you must have:Qualifications: Relevant Honours or Masters (MCom / MSc / MPhil) level degreeA minimum of 4 years relevant working experienceProficiency in SAS, R or PythonWhat working at EY offersAs one of our valued employees in EY, you get to work on inspiring, meaningful and challenging projects.
Our focus is education and coaching alongside practical experience to ensure your personal development.
At EY we value our employees and you will be able to control your own development with an individual progression plan.
You will quickly grow into a responsible role with challenging and stimulating assignments.
In addition to these, you will be part of an interdisciplinary environment that encourages high quality and knowledge exchange.
Furthermore, we offer excellent working conditions, in a stimulating, inclusive and enjoyable environment.
We offer:Support, coaching and feedback from some of the most engaging colleagues aroundOpportunities to develop new skills and progress your careerThe freedom and flexibility to handle your role in a way that's right for youAbout EYAs a global leader in assurance, tax, consulting, strategy and transaction services, we hire and develop the most passionate people in their field to help build a better working world.
This starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better.
So that whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.Join us in building a better working world.
Apply now.
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