Head of Credit Risk Analytics & Modelling

A leading financial services group in Johannesburg is looking for a Head of ECL & Basel III Model Development. This role involves directing the actuarial analytical team and ensuring robust model development for credit risk. The ideal candidate will have a Master’s or PhD in a quantitative field, leadership experience, and proficiency in Python and SAS. You will manage a team and drive innovative modelling solutions to comply with IFRS 9 and Basel III standards. Join us to make impactful decisions that shape the future of our organization. As Head of ECL & Basel III Model Development, you will be responsible for leading a high-performing team of analysts and modellers, developing and maintaining credit risk models in line with regulatory requirements, and ensuring that all modelling activities are aligned with business objectives. Key responsibilities include: • Developing and implementing credit risk models using Python and SAS • Leading and managing a team of analysts and modellers to deliver high-quality modelling solutions • Collaborating with stakeholders across the organization to ensure that modelling outputs meet business needs • Ensuring compliance with regulatory requirements, including IFRS 9 and Basel III standards • Staying up-to-date with industry trends and developments in credit risk modelling and analytics • Developing and maintaining relationships with key stakeholders, including regulators, auditors, and senior management • Providing thought leadership and strategic guidance to the organization on credit risk modelling and analytics. If you are a motivated and experienced leader looking for a new challenge, we would like to hear from you.