About Deloitte

In South Africa, Deloitte is one of the leading professional services organisations, specialising in providing Audit, Tax, Consulting, Risk Advisory, and Corporate Finance services. We serve clients in a variety of industries ranging from financial services to consumer business, energy, mining and manufacturing, tourism, and the public sector. We provide powerful business solutions to some of the world's most well-known and respected companies, including more than 80 percent of the Fortune 100.

About Financial Services Advisory

Financial Services Advisory (FSA) is an established advisor within the financial services industry. Our vision is to be the leading provider of advisory services to financial services providers and corporate treasury operations across Africa. Our client offerings span: Credit, market, and corporate treasury risks; Valuations of financial instruments; Hedge accounting; and financial technology. We provide these services in the capacities of advisory, assurance, managed solutions, and resource augmentation. We also help clients address regulatory challenges relating to IFRS 9, 13, 17 and Basel, amongst others. Our team comprises of accountants, actuaries, statisticians, and quantitative analysts with a technical appreciation for both financial modelling and coding.

FSA’s client base comprises of the financial services industry and other sectors such as telecoms, retail, and healthcare in both local and international markets. The FSA Credit team resides within FSA, and is involved in the following service offerings:

1. IFRS 9 Impairment Models (development, refinement, validation, and audit)
2. Regulatory and Economic Capital Credit Models
3. Scorecards and Analytics
4. Behavioural Product Pricing
5. Design, Development, and Implementation of Credit Monitoring Frameworks
6. Collections Optimisation
7. Strategy and Risk Appetite Statement
8. Secondments

FSA provides a distinctive work environment. We support a hybrid working model while still providing regular opportunities to interact in a social setting. We provide opportunities for technical upskilling and the development of managerial and leadership capabilities. We embrace diversity and inclusiveness, and we are deliberate in our efforts to achieve greater gender and racial transformation within FSA and Deloitte.

To support FS Advisory Credit Risk Team in delivery of services to / at client premises on delegated engagements and projects. 

Minimum Qualifications and Experience required:     

• Undergraduate degree specializing in one or more of the following disciplines: Statistics, Mathematics, Financial Engineering, Actuarial Science, Engineering, Economics or Econometrics
• At least 3 years of relevant work experience in banking, financial services consulting, or similar environment
• Fundamental credit risk modelling capabilities including predictive modelling techniques
• Basic understanding of the credit lifecycle, model risk management, Basel III regulations and the IFRS 9 standard
• Computer literacy:  MS Word, Excel, and PowerPoint
• Coding skills: SAS, SAS (Enterprise Guide), R, and/or Python
• Personal aptitudes: Reliable, diligent, accountable, teachable, collaborative, attentive to detail

Roles & Responsibilities

• Development and calibration of credit risk models
• Model validation, monitoring, and testing
• Benchmarking credit metrics amongst peers in a market
• Derivation of portfolio credit analytics
• Review of client deliverables to ensure quality, accuracy, and completeness
• Communication of project challenges and outcomes with clients and team members
• Drafting of project reports
• Sharing of knowledge and skills with colleagues

*Please note that this job advertisement provides a summary of the capabilities required and all candidates shortlisted will receive a full list of capabilities.

Hybrid  policy

Deloitte Africa has successfully launched the Hybrid Working model. Aligned with this model is our commitment to maintain an environment for personnel, clients and visitors that is safe and, as far as reasonably practicable, free from health risks.

At Deloitte, we want everyone to feel they can be themselves and to thrive at work—in every country, in everything we do, every day. We aim to create a workplace where everyone is treated fairly and with respect, including reasonable accommodation for persons with disabilities. We seek to create and leverage our diverse workforce to build an inclusive environment across the African continent.