South Africa

Manager ECL Model Development, Johannesburg

Manager ECL Model Development, Johannesburg
Description
Join a leading organisation within the actuarial and analytics space, renowned for its innovative approach to financial risk management and credit risk modelling. This is an exceptional opportunity to work at the forefront of quantitative risk modelling, where your technical expertise will contribute to the development and review of complex models for various financial institutions, from regional credit providers to globally significant banks. Be part of a team that values curiosity, growth, and meaningful impact.Role Responsibilities Develop and review credit risk models for both provisioning (IFRS 9 ECL) and regulatory capital (BASEL) purposes Lead and manage project workstreams across planning, execution, budgeting, and close-out phases Support the coding and automation of advanced financial risk modelsCollaborate in building a coaching culture that empowers team members to contribute and grow Provide quality control and ensure the technical robustness of deliverables Communicate complex quantitative concepts clearly to both technical and non-technical stakeholders Experience Requirements: Extensive experience (minimum 6 years) in a quantitative credit risk roleStrong understanding of contemporary statistical techniques in credit risk modeling Proficiency in coding with modern computing languages (SAS, Python, R) applied to credit risk modeling Proven experience managing projects and delivering high-quality workstreams Ability to coach and mentor junior team members effectivelyExceptional organisational, time management, and problem-solving skills Strong presentation and communication abilities, with confidence engaging both technical and non-technical audiences Comfortable working in fast-paced environments with multiple priorities and deadlines Education RequirementsHonours or Master’s degree in a quantitative discipline such as Quantitative Finance, Actuarial Science, Mathematics, Statistics, or a related field FRM (Financial Risk Manager) certification is advantageous About Truffle At Truffle, we specialize in connecting top actuarial and analytics professionals with exciting career opportunities. Join our network to access roles tailored to your expertise and ambiti ons.By submitting your application, you consent to Truffle processing your personal information in line with the Protection of Personal Information Act (POPI). If you have not received a response within two weeks, please consider your application unsucces

sful.

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