Credit Risk Assistant Manager / Manager

About the role

Deloitte's Regulatory & Financial Risk division is seeking an experienced professional to develop, calibrate, and validate credit risk models for clients across Africa. The role involves direct interaction with clients and internal teams to ensure high‑quality deliverables.

Key responsibilities

• Develop and calibrate credit risk models, including IFRS 9 impairment models and regulatory capital models.
• Validate, monitor, and test models, benchmarking credit metrics against market peers.
• Review client deliverables for accuracy and completeness, and communicate project outcomes.
• Draft project reports and share knowledge with colleagues.

Required profile

• BSc in Mathematics, Statistics, Quantitative/Financial Engineering, Actuarial Science or related field.
• 5‑8 years of credit risk experience in a bank or consultancy, preferably with retail credit exposure.
• Strong understanding of PD, EAD, LGD, Basel II, IAS 39 and IFRS 9 regulations.
• Demonstrated leadership, project management, and client‑delivery skills.

Required skills

• Programming/coding: SAS, VBA, Matlab, R, Python.
• Financial modelling experience with credit risk parameters.