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Johannesburg: Quantitative Analyst

Date 2024-11-26
Job Title Quantitative Analyst
Employer
More Information
Salary 380000 Annually
Category Accounting Finance
Location Gauteng
/ Johannesburg

Job Summary

The company seek a BSc (Honours preferred) Maths / Financial Maths / similar with approx. 2 years relevant experience in model development (including predictive models / scorecards) as well as the detailed analysis of credit data to answer business related questions. Exposure to model development and analysis from a collection environment (origination, behaviour and collection) is essential. SAS experience is also essential, as are strong written and verbal communication skills. This is an exciting office based position, and the company is situated in Sandton. If you have the required qualification, relevant working and SAS experience, please submit your CV. Only shortlisted candidates will be contacted. If you have not heard from us by mid-December 2024, please consider your application unsuccessful.

Quantitative Analyst position available in Gauteng, Johannesburg. This job position was posted by . The job has been posted on 2024-11-26 in the Accounting Finance category

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Johannesburg: Quantitative Analyst

Date 2024-11-23
Job Title Quantitative Analyst
Employer
More Information
Salary
Category Accounting Finance
Location Gauteng
/ Johannesburg

Job Summary

Key

Responsibilities:

Credit Risk Aggregation : Lead the implementation of tools like economic capital and earnings at risk models to deliver a holistic view of credit risk exposures. Model Maintenance & Validation : Ensure accuracy and compliance by maintaining, updating, and validating credit risk models in line with annual requirements. Risk Exposure Analysis : Deliver monthly and quarterly insights into portfolio changes and aggregate risk exposures across all business units. Risk Appetite & Strategy : Collaborate with the Head of Credit to set and cascade credit risk limits, ensuring strategic alignment with business objectives. Portfolio Optimization : Partner with business units to refine portfolios, leveraging credit tools to enhance alignment with risk strategies. Model Enhancement : Support business units by refining models for probability of default (PD) , loss given default (LGD) , and other critical metrics. Stakeholder Collaboration : Build strong relationships with credit quants, boosting their capabilities and model performance. Governance : Play a key role in the technical credit risk model approval process, ensuring compliance with group-wide standards. Experience & Qualifications: Minimum Honors Degree in Finance, Financial Engineering, Quantitative Analytics, Actuarial Science, or a related field (postgraduate qualification is an advantage). 5 years of banking experience with hands-on expertise in developing and maintaining credit risk models ( PD, LGD, etc. ) for retail and investment portfolios. Moodys Risk Frontier experience is essential for aggregating and analyzing credit exposures across portfolios. Expertise in Economic Capital Modeling and tools for aggregating credit risk exposures across multiple dimensions. Strong technical analysis, problem-solving, critical thinking, and data analytics skills. Take the lead in driving innovative credit risk solutions and apply today

Quantitative Analyst position available in Gauteng, Johannesburg. This job position was posted by . The job has been posted on 2024-11-23 in the Accounting Finance category

Click Go Apply to apply online!


You might also like to look at the available jobs in the same area.

Apply directly for this position
Some posts have contact information included with other instructions. All applicants are urged to read the instructions carefully.
We will list jobs at the bottom of each job, so feel free to scroll down and continue your search.

We do not accept any job applications and merely offer the service of daily jobs being mined and displayed on our job portal.
Each job post has a link to take you directly to the original post to apply on their website or the original website where the post came from.


Here are some more related positions


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