Quantitative Analyst

Must have:

• Must have 3 years’ experience in Banking and Models
• Must be able to present models at the Model Review Committee
• Must have knowledge of IFRS 9 models, namely Probability of Default (PD), Exposure at Default (EAD) and Loss Given Default (LGD)
• BMI Qualification prefered

Requirements:

• Bachelor’s{TM1}  Degree with Honours in Computer Science / Econometrics / Actuarial Science / Mathematics Degree
• 3 to 5 years as a Quantitative Analyst in financial services industry with at least three years people management experience

Responsibilities:

• Reviews and takes accountability for report elements on some aspects of business financial performance
• Ensures best quality and maximum accuracy of reports and models and understands their impact on financial performance
• Demonstrates an understanding of the sensitivity of work performed on business performance. Manages
• Operational risk
• Monitors financial impact through regular engagement with business
• Adheres to the Organisation’s shared values, service standards and Treating Customer Fairly (TCF) outcomes with regard to customer interaction.
• Resolves customer dissatisfaction/complaints and takes ownership of the problem. Ensures that product knowledge and advice is technically accurate.
• Knows and understands customer needs in order to deliver a quality service.
• Plans for and maintains a sound working relationship with stakeholders
• Develops, tests and assists with the implementation of accurate quantitative analytics products and models within a specified framework, and with minimal guidance, to translate business requirements into tangible, creative solutions
• Optimizes processes, recommend enhancements and inform strategic decisions through statistical modeling and data analysis that address business problems or opportunities
• Provides analytical support and interpret insights to address business opportunities and problems
• Understands business value of projects/models/processes to effectively challenge current solutions
• Documents policies where required
• Provides support for framework formulation

The information displayed above not limited to the advertisement.

Please send your applications to : millerm@bedifferent.co.za 

Please consider your application as unsuccessful if you have not received a response within 14 days of submitting your application.