About the role
Introduction
A remote-first fintech is seeking an IFRS 9 Modelling Lead to take end-to-end ownership of impairment modelling across its lending portfolio. This permanent role combines hands-on model development with the ability to explain and defend results to Finance, leadership and external auditors. The business offers optional co-working space in Cape Town; the role is remote.
Role Responsibilities
Own the IFRS 9 impairment modelling process across lending products and extend the framework as new products are introduced.
Build, maintain and improve production-quality Python models and supporting data pipelines, covering staging criteria, probability of default (PD), loss given default (LGD), exposure at default (EAD) and expected credit loss (ECL).
Partner with Finance to produce and defend impairment figures each reporting period, and advise leadership on the credit-loss implications of portfolio decisions.
Present and defend methodologies and results to external auditors, and respond to queries from finance leadership and board committees.
Balance model development and maintenance with reporting-cycle analytics, and take on additional financial modelling and forecasting as the role develops.
Share technical standards, tooling and practices with the wider data science team.
Experience Requirements
5–8 years of credit risk or impairment modelling experience, including hands-on IFRS 9 model development, maintenance and management.
Deep working knowledge of IFRS 9 staging, significant increases in credit risk, forward-looking macroeconomic overlays, PD/LGD/EAD estimation and ECL calculation.
Strong Python skills, with experience building production-quality modelling code, alongside strong SQL and data-wrangling skills.
Proven experience presenting and defending impairment models to external auditors and senior finance stakeholders.
The ability to operate independently, own the impairment function end-to-end and communicate clearly with finance, audit and business audiences.
Preferred: fintech lending experience in emerging markets and experience with cloud computing.
Preferred: stress testing, macroeconomic scenario analysis or forward-looking impairment overlays; model governance, model risk management or independent validation frameworks; and Basel or other prudential capital modelling.
Education Requirements
A bachelor's degree with a strong quantitative component, such as Actuarial Science, Statistics, Mathematics, Economics or Engineering.