Quantitative Analyst - Model Validation
Salary ZAR500000 - ZAR700000 per annum
Consultant Kirsten Carabott
Date posted 12 April 20192019-04-12 2019-06-11 banking Johannesburg Gauteng First Place, Kerk &, Simmonds St, Bank City, Johannesburg, 2000 ZA 2000 ZAR 500000 700000 700000 YEAR Robert Walters https://www.robertwalters.co.za
An established Financial Services house in Johannesburg, is looking for a specialist Quantitative Analyst to join their Analytics division, as to best simulate Economic Capital and Forecasting Impairments.
The key responsibility of this role , will be to build quantitative analytics products and models within a specified framework. This requires a range of modelling approaches ranging from data dependent statistical methods to expert rank approaches where we have limited to no data.
Key responsibilities in the Quantitative Analyst - Provision Models role will include:
- Assist with the entire model value chain.
- Simulation of economic Capital and Forecasting Impairments.
Building of statistical models, assist with validating our IFRS9 Provision Model and communication of results to Business Stakeholders
Optimising business processes, recommending enhancements and provide information to inform
Data processing & engineering.
A successful application in the Quantitative Analyst - Provision Models role will include:
- Qualification (Maths, Stats, Engineering, Computer Sciences, Econometrix, Physics, Actuarial Science . ( Academic Records will be requested as part of the application process)
- Honours degree preferred
- Model development skills ( Front to Back), you must have built a provisioning model.
- 3 - 5 years relevant experience
- Experience in data tools such as SAS, SQL & QlikView is advantageous.
- EE preferential role.
Please click to apply , should you meet the requirements !
Quantitative Analyst - Provision Models