Credit Risk Manager

The opportunity

We are currently recruiting for a Manager/Senior Manager within our Financial Services Risk Management – Quantitative Advisory Services (QAS) team. The role will focus on the credit risk competency. This includes credit risk modelling, credit risk model validation and the development of advanced analytical solutions for credit decisioning.

The practice focusses on financial services across banking, insurance, and corporate treasuries.

The opportunity will focus on supporting our large South African financial services clients.

Your key responsibilities

The successful applicant will help develop and lead a team which can offer our clients advice and hands-on assistance with issues such as:

• Development and validation of credit risk models (PD, LGD, EAD, ECL) under IFRS 9
• Credit impairment assessment and due diligence reviews
• Development and validation of Basel internal rating-based models
• Designing and reviewing credit risk decisioning and pricing models
• Building predictive models, ML algorithms and advanced analytics solutions for clients
• Creating visualisations of data and generating in-depth insights
• Developing thought leadership material on relevant industry topics

Client responsibilities

• Participate in and as required, lead FSRM client engagements
• Develop long-term, sustainable relationships with key client stakeholders in line with our go to market strategies and individual market development initiatives
• Develop client solutions based on a deep understanding and knowledge of clients’ business needs
• Develop informed views for clients on the implications of current and anticipated industry issues
• Generate new business sales through proactively managing key accounts, identifying new client opportunities, and playing a significant role in developing and driving sales campaigns/solutions

People responsibilities

• Live the EY values
• Act as a thought leader in the field of credit risk
• Lead engagement teams and accounts
• Develop people through effectively supervising, coaching and mentoring all junior levels of staff
• Provide learning and growth opportunities to staff and encourage the potential within all staff to take on challenging opportunities
• Conduct performance reviews and contribute to performance feedback for junior levels of staff
• Contribute to people initiatives including recruiting, retaining and training FS Risk professionals