Senior Associate - Credit Risk
EY
- Johannesburg, Gauteng
- Permanent
- Full-time
- The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9
- The design, review and validation of Basel IRB models
- Credit impairment assessment and due diligence reviews
- Creation of data visualisations, generating in-depth insights
- Design and review of credit risk pricing models
- Design and review of economic capital models
- Participate in client engagements
- Assist with the build and delivery of client solutions, based on knowledge of clients' agendas
- Develop informed views for clients on the implications of current and anticipated industry issues
- Assist with new business sales through proactively managing accounts, identifying new client opportunities and playing a role in developing and driving sales campaigns
- Maintain an educational program to continually develop your own personal skills
- Qualifications: Relevant Honours or Masters (MCom / MSc /MPhil) level degree
- Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
- A minimum of 3 - 4 years relevant working experience
- Proficiency in SAS, R or Python
- Support, coaching and feedback from some of the most engaging colleagues around
- Opportunities to develop new skills and progress your career
- The freedom and flexibility to handle your role in a way that's right for you