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This job expired on 29/09/2026. It no longer accepts applications.
Credit Quantitative Consultant
MSP Staffing Pty Ltd · Cape Town
Job description
About the role
We are seeking a Credit Quantitative Consultant to join a dynamic consulting team in Cape Town. You will be responsible for designing, developing, and validating credit risk models that support regulatory compliance and business decision‑making.
Key responsibilities
- Develop and validate credit risk models covering Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD) and Expected Credit Loss (ECL).
- Ensure models comply with IFRS 9 and Basel regulatory frameworks.
- Create and maintain data extraction and transformation tools to support model development.
- Collaborate directly with clients to understand requirements and deliver actionable insights.
Required profile
- Honours degree in a quantitative discipline (e.g., Mathematics, Statistics, Engineering, Economics).
- 3‑5 years of professional experience, with at least 3 years focused on credit modelling.
- Strong expertise in SAS and/or SQL.
- Solid knowledge of IFRS 9 and Basel regulations.
- Experience with Python and cloud platforms is a plus.
Required skills
- SAS
- SQL
- Python
- Cloud computing (e.g., AWS, Azure)
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MSP Staffing Pty Ltd
Cape Town