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    • Data Science Risk Modeller - Centurion - Network Recruitment

    Network Recruitment
    Network Recruitment Centurion

    1 month ago

    Network Recruitment background
    Accounting / Finance
    Description

    Job Summary

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    We are seeking a highly skilled Data Science Risk Modeller to join our dynamic Credit Risk team. As a key member of the team, you will be responsible for developing and validating cutting-edge credit risk models using statistical and machine learning techniques.

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    Key Responsibilities:

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    • Develop and validate complex credit risk models (PD, LGD, EAD) using advanced data science techniques.
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    • Analyse portfolio performance and identify key risk drivers to inform business decisions.
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    • Work closely with stakeholders across business units to implement risk strategies that align with regulatory requirements and business objectives.
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    • Conduct stress testing and scenario analysis to ensure resilience across economic conditions.
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    • Provide actionable insights from data and contribute to risk mitigation initiatives.
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    Requirements:

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    • A degree in Mathematics, Statistics, Actuarial Science, or a related field (Advanced degrees are an advantage).
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    • Proficiency in tools like Python, R, SAS, SQL, or MATLAB.
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    • A solid understanding of credit risk frameworks and regulations (e.g., Basel, IFRS 9).
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    • Strong analytical and problem-solving skills, with attention to detail.
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    • The ability to work in a fast-paced environment and deliver high-quality results.
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    What We Offer:

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    • A competitive salary of approximately R1,200,000 per annum, based on market rates and location.
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    • A dynamic and supportive work environment.
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    • Ongoing professional development and training opportunities.
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    • The chance to work with a talented team of professionals in the finance industry.
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    About Network Recruitment:

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    We specialise in placing top talent in senior and executive roles within the finance industry. With years of experience and a deep understanding of the market, we can help you find your ideal role.

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