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- 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
- 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
- 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
Assistant Manager - Johannesburg - Iris Software

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:
Your Client and Business Responsibilities
To Qualify for the Role, You Must Have:
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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Assistant Manager
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Assistant Manager
Ey- Johannesburg
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Assistant Manager
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Assistant Manager
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Contract National Empowerment Fund- Johannesburg
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