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QUANTITATIVE ANALYST – SANDTON – R740k

Job Ref
279656
Job Type
Permanent
Employer Type
Recruitment Agency
Date Added 29 Oct 2018
Expiry Date 26 Nov 2018
* There has been 1 application to this job.
* This job has been viewed 1920 times.
Employer:
E-Merge IT Recruitment

Location:
Gauteng

Salary:
ZAR700000 - ZAR740000 PA

Benefits:


Role details:
Big 4 Major Retail Bank is looking for a Senior Quantitative Analyst who is a statistical and mathematical genius, to retrieve and manipulate data in order to build quantitative solutions and models within a specified framework, process and procedure, under guidance. To address business challenges and problems through statistical modelling and data analysis.
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JOB DESCRIPTION:
The role provides in-depth exposure to the bank’s credit risk measurement models used for the calculation of regulatory and economic capital, as well as credit impairments. Your work will be focused on retail credit models and you will be required to interact with senior modellers on a regular basis. The role offers high visibility as analyses and reports will be tabled at board level committees, the South African Reserve Bank (SARB) and the bank’s internal and external auditors.

This is a balanced role, focusing on technical expertise as well as softer behavioural competencies (e.g. conflict resolution, negotiation skills). Communication, report-writing, project management, general credit knowledge and people skills are honed in addition to the solid technical on-the-job experience. While this is a validation function, analysts are encouraged to develop challenger models and assist the bank in rationalising the number of credit models across the Group.

The role will suit an experienced quantitative or credit analyst or credit manager seeking more balanced development to facilitate career progression. However, ambitious and passionate individuals with little or no banking experience interested in credit modelling will also be considered. You will be afforded the opportunity of rotating between the different teams and across the Group Risk space as part of your development before moving into one of the business units.

REQUIREMENTS:
• Honours Degree in Mathematics/Statistics/Economics/Finance
• 4+ Years’ experience in risk modelling or validation environment
• Knowledge of IFRS 9 (Advantageous)
Technical Skills to Include:
• SAS advanced user
• Statistical & Financial modelling skills
• VBA
• SAS
• SQL
• Risk
Reference Number for this position is TM41223 which is a permanent position based in Sandton offering a salary up to R740k per annum cost to company negotiable on experience and will be decided in accordance with your current remuneration.
e-Merge IT recruitment is specialist niche recruiters with a wide range of positions available. We offer researched positions with top companies to strong technical skilled candidates.
Email Tebogo on tebogom@e-merge.co.za or give him a call on 011 463 3633 to discuss this and other opportunities.
Please feel free to check out our website on www.e-merge.co.za for similar positions that might be of interest to 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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