Quantitative Analyst Capital Modelling and Impairments Banking Industry Sandton - Centurion Verfied

Salary Negotiable Centurion, Gauteng Centurion, Gauteng more than 14 days ago 21-05-2017 7:57:34 PM
18-06-2017 7:57:34 PM

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