IFRS 9 Modelling Lead

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.

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