Manager/Senior Manager – Credit Risk (Quantitative Advisory)

About the role

EY RDS is seeking a Manager or Senior Manager to lead its Credit Risk competency within the Financial Services Risk Management – Quantitative Advisory Services team. The role will support major South African financial institutions by delivering credit risk modelling, validation and advanced analytics solutions.

Key responsibilities

• Develop and validate credit risk models (PD, LGD, EAD, ECL) in line with IFRS 9.
• Conduct credit impairment assessments and due‑diligence reviews.
• Design and validate Basel internal rating‑based models.
• Build predictive models, machine‑learning algorithms and advanced analytics tools for credit decisioning and pricing.
• Create data visualisations and generate actionable insights for clients.
• Lead client engagements, nurture long‑term relationships and contribute to business development.
• Mentor junior staff, conduct performance reviews and support recruitment and training initiatives.

Required profile

• Relevant Master’s (MComm, MSc, MPhil) or Honours degree in a quantitative discipline (e.g., computer science, engineering, actuarial science, statistics, mathematics).
• 5–8 years of experience in credit risk modelling, validation or quantitative risk advisory.
• Professional qualification such as CFA, FRM, PRM, FIA, FASSA or CERA is a plus.

Required skills

• Statistical and machine‑learning techniques (regression, decision trees, clustering, neural networks).
• Credit risk modelling and validation (PD, LGD, EAD, ECL).
• Knowledge of IFRS 9 and Basel internal rating‑based frameworks.
• Predictive modelling and advanced analytics development.
• Data visualisation and insight generation.