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Manager - Credit Risk

EY

Johannesburg, Gauteng, South Africa Full-time July 14, 2026
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Vacancy Description

The opportunity

We are currently recruiting for a Manager within our Financial Services Risk Management – Quantitative Advisory Services (QAS) team. The role will focus on credit risk. This includes credit risk modelling, credit risk model validation and the development of advanced analytical solutions for credit decisioning.

The practice focusses on financial services across banking, insurance, and corporate treasuries.

Your key responsibilities 


The successful applicant will help develop and lead a team which can offer our clients advice and hands on assistance with issues such as:

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

  • Credit impairment assessment and due diligence reviews

  • Create visualisations of data and generate in-depth insights

  • Review and validation of Basel internal rating-based models

  • Regulatory capital modelling

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    Vacancy Details

    Location Johannesburg, Gauteng
    Country South Africa
    Type Full-time
    Category Financial Specialists
    Posted July 14, 2026

    About EY

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    EY

    Johannesburg, South Africa

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