Senior Quantitative Analyst Impairments Sandton Quantitative Analyst Capital modeling Sandton
VACANCY
SENIOR QUANTITATIVE ANALYST - IMPAIRMENTS
QUANTITATIVE ANALYSTS - IMPAIRMENTS
QUANTITATIVE ANALYSTS - CAPITAL MODELLING
HOME LOAN VALUE VERTICAL
BANKING INDUSTRY
SANDTON
What will you be responsible for?
To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management and/or attainment of strategic objectives
Job Responsibilities Impairment Vertical:
• IFRS9 modelling and development (PD, LGD, EAD)
• IFRS9/IAS39 reporting, ad hoc analysis
• Impairment re-grounds and validation
• Attending technical meetings and presenting at these committees
Job Responsibilities Capital Modelling:
• Capital modelling (PD, LGD, EAD)
• Capital reporting, validation, calibration, ad hoc analysis
Essential Qualifications - NQF Level
• Advanced Diplomas/National 1st Degrees in Statistics/Mathematics
Preferred Qualification
• Post graduate degree in Statistics/Mathematics, CFA/ FRM/PRM
Type of Exposure
• Conducting root cause analysis
• Analyzing situations or data that requires an in depth evaluation of multiple factors
• Developing ways to minimize risks
• Managing conflict situations
• Influencing stakeholders to obtain buy-in for concepts and ideas
• Sharing information in different ways to increase stakeholders understanding
• Comparing two or more sets of information
• Working with a group to identify alternative solutions to a problem.
• Interacting with diverse people
• Building and maintaining effective relationships with internal and external stakeholders
• Analyzing and interpreting quantitative and qualitative data
• Interacting with various levels of management and staff
Minimum Experience Level
• 3 years relevant quantitative experience (or similar)
• SAS or SQL experience required
Recruitment Process:
Communication will only be with shortlisted candidates
CV: word format and skills matrix
Copies: ID, payslip and certs
Consultant: ****@*****.***
Ref: CT000446/GS
Recruiter: Placement Partners