Senior Quantitative Analyst - IRB Model Development

A banking institution seeks an IRB Model Developer to contribute to credit risk models used for regulatory and internal capital estimates. This permanent, on-site role in Sandton offers end-to-end modelling project ownership, collaboration across risk and business teams, and the opportunity to guide junior quantitative analysts. Role Responsibilities Design and develop credit risk models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) and credit portf…