Join to apply for the Credit Risk Senior Consultant role at KPMG South Africa .

Function And Business Unit

Financial Risk Management – Credit Risk and Capital Management

Description Of The Role And Purpose Of The Job

We have an exciting opportunity to join our Financial Risk Management business unit, as we are looking to fill four positions for Senior Consultants in our Credit Risk & Capital Management team. We are a specialist function within KPMG’s Advisory Practice, primarily assisting clients with the development and review of complex statistical models used to quantify financial risks. The team comprises credit risk modellers and analysts from diverse quantitative backgrounds, including mathematics, statistics, engineering, and actuarial sciences.

Job Title/Position

Senior Credit Risk Consultant (D4)

Number Of Positions

2

Role Description

As a Senior Credit Risk Consultant, you will develop and audit credit risk models (e.g., IFRS9, scorecards) and participate in coaching junior team members. The role offers exposure to various modelling techniques used by banks, from local credit providers to globally systemic banks. You will have access to the latest technologies and can enhance your coding skills in Python, R, and SAS.

Key Responsibilities

• Development and review of credit risk models for provisioning and regulatory capital requirements
• Assisting with coding and automation of financial risk management models
• Training and mentoring junior team members

Skills And Attributes Required

• Understanding of contemporary statistical techniques in credit risk modelling
• Ability to read, interpret, and create software code; experience with SAS, Python, or R is preferred
• Strong organisational and time management skills
• Self-driven, resilient, and a team player
• Good presentation and communication skills, capable of explaining quantitative concepts to both technical and non-technical audiences

Minimum Requirements

• Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, or Statistics
• At least 2 years of relevant experience in a quantitative credit risk role
• Experience in managing, coaching, or mentoring junior staff is advantageous

Seniority level

• Mid-Senior level

Employment type

• Temporary

Job function

• Finance and Sales

Industries

• Business Consulting and Services

Note: The job posting is still active, and this role is open for applications.