Senior Associate - Credit Risk

EY · Johannesburg, Gauteng, South Africa

Location
Johannesburg
Job Type
Full-time
Posted
July 07, 2026

Job Description

The opportunity

We are looking to expand our Quantitative Advisory Services (QAS) team by recruiting suitably qualified and experienced individuals. QAS focusses on providing credit risk, market risk and data science solutions to banking, insurance and other corporate clients. Our services cover statutory, regulatory and other quantitative areas from both a consulting and an assurance perspective.

Your key technical responsibilities 

The successful applicant will work within a team which offers our clients advice and hands on assistance with issues such as:

  • The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9

  • The design, review and validation of Basel IRB models

  • Credit impairment assessment and due diligence reviews

  • Creation of data visualisations, generating in-depth insights

  • Design and review of credit risk pricing models

  • Design and r...
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