Quantitative Credit Risk Manager
KPMGJohannesburg, Gauteng, South Africa
Posted March 31, 2026
Full Time
About the Company
KPMG is a global network of independent professional services firms that deliver audit, tax, and advisory solutions to clients across 143 countries. Each member firm operates as a separate legal entity, ensuring local expertise while benefiting from the brand's global reputation and shared resources. With more than 273,000 partners and employees worldwide, KPMG combines deep industry knowledge with a commitment to integrity, quality, and innovation. The organization's distinct governance structure, overseen by KPMG International Limited, supports a unified approach to risk management and ethical standards.
Job Description
We have an exciting opportunity to join our Financial Risk Management business unit as a Manager in our Credit Risk & Capital Management team, assisting with the planning, organization, and quality control of projects, and developing and reviewing credit risk models. Exposure to a wide range of modelling techniques and access to the latest technologies and developments.
Requirements
- Relevant experience within a quantitative credit risk-based role
- Well versed in contemporary statistical techniques and practices in credit risk modelling
- Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)
- Strong organisational and time management skills
- Proven track record of managing and delivering small workstreams
- Experience of managing teams, coaching and mentoring junior staff
- Able to work effectively in a fast-paced environment with conflicting priorities and deadlines
- Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals
Benefits
- Competitive salary
- Health insurance
- Retirement plan
- Paid time off
