Great opportunity just in at a leading bank. IFRS9 Quantitative Analyst is required to join a dynamic team and support the Quants IFRS 9 team in driving IFRS 9 impairment analytics. You will contribute to the creation of a Capital and Stress-Testing framework and implementation strategy on bank’s SAS IFRS 9 solution.

Required:

? Honours degree in Statistics/Mathematics/Econometrics/Finance or related quantitative discipline.
Ideal experience required with the following (not essential):
? 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 MH41222 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 0114633633 to discuss this and other opportunities.

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

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