Job Title

Credit Risk Quant

Overall Job Objective, role and responsibilities

The credit quant will be responsible for assessing credit exposure on trading products.
Duties include:

  • Develop appropriate models to assess exposure on trading products
  • Backtest existing models ( & statistical analysis)
  • Understand product & process flow from trading systems to risk systems and resolve problems
  • Define credit system requirements for new products
  • Liaise with developers and technical analysts to implement models in credit systems
  • Liaise with traders/ credit officers to agree on appropriate methodology
  • Maintain high level of process documentation
  • Ensure risk measures are applied in a consistent, accurate and transparent fashion in SA and UK
Skills, Experience and Education


  • 3 years + experience
  • Modelling experience (e.g. Basil).
  • Preferably Investment Banking experience in Market Risk, Credit
  • Risk or Capital Markets – either as quantitative analyst or business analyst.
  • Experience in valuation of financial instruments.
  • Market risk knowledge is an advantage.
  • Application experience (advantage).
  • Must be able to do modeling without supervision and guidance


  • Masters degree (Maths or stats) preferred
  • Mathematics/  Business degree (B.Com / BSc)
  • A qualification in Financial Markets and Instruments would be an advantage.
To apply send CV to: