full-time
Senior Quantitative Analyst - IRB Model Development
Truffle
- Employer
- Truffle
- Location
- Sandton, Gauteng, South Africa
- Working pattern
- on-site
- Salary
- ZAR 1,200,000–ZAR 1,400,000 / year
About the role
Develop and document credit risk models, including PD, LGD, EAD, and portfolio models, while leading modeling projects from start to finish. Collaborate with validation, risk, finance, business, IT, and data teams to monitor model performance, support implementation, and guide junior analysts. Requires at least eight years of quantitative experience, strong statistical modeling and programming skills, and basic knowledge of Basel II and III with practical application in South Africa. A degree in a highly quantitative field and the ability to communicate effectively, work independently, and mentor junior colleagues are also required.