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Model Validation Quantitative Analyst

Job Ref
279633
Job Type
Permanent
Employer Type
Recruitment Agency
Date Added 29 Oct 2018
Expiry Date 26 Nov 2018
* There have been 2 applications to this job.
* This job has been viewed 1370 times.
Employer:
E-Merge IT Recruitment

Location:
Gauteng (Jhb)

Salary:
ZAR700000 - ZAR800000 PA

Benefits:


Role details:
A Model Validation Quantitative Analyst is required to join a top financial institute to contribute to the development and maintenance of best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management.

Required:

? Honours degree in Statistics/Mathematics/Econometrics/Finance or related quantitative discipline.
? 4+ years’ work experience in risk modelling or validation environment.
Ideal experience required:
? Basel II, III and South African Regulations
? Knowledge of legislative requirements for regulatory credit capital models under the AIRB approach
? Statistical and financial modelling skills
? Knowledge of IFRS 9 Financial Instruments standard for the calculation of credit impairments is an advantage
? Understanding of credit modelling and rating process
? Ability and experience in conducting independent research and compiling feedback thereof at an appropriate level for the target audience
? MS Office (advanced user)
? SAS (advanced user, non?negotiable for retail)
? VBA (preferred)

If you are ready to take your career to the next level, then this may be the right opportunity for you!

Reference Number for this position is MH41223 which is a permanent position based in Johannesburg offering a market related salary based on experience and skillset in the region of R800k per annum.

The time for change is NOW! e-Merge IT recruitment are specialist niche recruiters with a wide range of positions available. We offer researched positions with top companies to strong technical candidates. Email Michelle on michelle@e-merge.co.za OR call her on this number 011 463 3633 to discuss this and other opportunities.

Check out our website www.e-merge.co.za for more positions that might be right for you!

Do you have a friend who is a technology specialist? We pay BIG CASH to you if we place a friend that you sent us!

“If you haven’t heard from e-Merge IT within 2 weeks of your application, please consider it unsuccessful for this position”



 
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