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  • Assistant Manager - Johannesburg - Iris Software

    Iris Software
    Iris Software Johannesburg

    2 weeks ago

    Default job background
    Description

    Credit Risk Assistant Manager, Johannesburg or Cape Town, South Africa

    The Opportunity

    We are expanding our Quantitative Advisory Services (QAS) team by recruiting suitably qualified and experienced professionals. QAS provides credit risk, market risk, and data science solutions to banking, insurance, and corporate clients. Our services cover quantitative areas from a consulting and assurance perspective.

    Your Key Responsibilities

    As a successful applicant, you will work in a team offering clients advice and hands-on assistance with issues such as:

    • Design, review, and validation of credit risk models under IFRS 9
    • Design, review, and validation of Basel IRB models
    • Credit impairment assessment and due diligence reviews
    • Creation of data visualizations and insights
    • Design and review of credit risk pricing models
    • Design and review of economic capital models

    Your Client and Business Responsibilities

    • Participate in client engagements
    • Assist with solution delivery based on client agendas
    • Develop informed views for clients on industry issues
    • Support new business sales through proactive account management
    • Maintain personal skills development

    To Qualify for the Role, You Must Have:

    • Qualifications: Relevant Honours or Masters degree
    • Professional qualification (CFA / FRM / PRM / FIA / FASSA)
    • A minimum of 4 years relevant working experience
    • Proficiency in SAS, R, or Python

    Working at EY Offers

    You will work on inspiring projects, receiving education, coaching, and practical experience. We value our employees and offer individual progression plans, growth into responsible roles, and an inclusive environment.

    About EY

    As a global leader in assurance, tax, consulting, strategy, and transaction services, we hire passionate professionals to build a better working world. This starts with a culture that believes in training, opportunities, and creative freedom.


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