Credit Risk Quantitative Analyst
Salary ZAR500000 - ZAR800000 per annum
Consultant Kirsten Carabott
Date posted 25 January 2019 2019-01-252019-03-26 financial-services Johannesburg Gauteng ZA ZAR 500000 800000 800000 YEAR Robert Walters https://www.robertwalters.co.za
A prestigious Financial Services Organisation in Johannesburg is looking for Credit Risk Quant Analysts to work across various model development roles across PD,LGD,EAD, IFRS9, Capital & Scorecards.
This is a SME Modelling team developing Regulatory Capital Models, Economic Capital Models, Stress Testing and Provisioning Models (IAS39 & IFRS9).
Key responsibilities in the Credit Risk Quantitative Analyst role will include:
- The development of quantitative analytics products and models within a specified framework ( Scorecards)
- Assistance with the entire model value chain.
- Optimising business processes, recommending enhancements and provide information to inform strategic decisions through statistical modelling.
- Translation of business requirements into tangible, creative solutions for stakeholders.
A successful application in the Credit Risk Quantitative Analyst role will include:
- Qualification (Maths, Stats, Engineering, Computer Sciences, Econometrix, Physic, Actuarial Science (Strong preference for Actuaries &Engineering Candidates)
- Candidate needs to have hands on model development experience
- 2 - 5 years of relevant experience within banking or like field.
- Excellent coding skills ( SAS, SQL, E-Minor)
- Highly preferential toward EE Candidates
Please click to apply , should you meet the requirements !