Quantitative Analyst

Reference: JHB005267-MM1-1

My client in Banking is currently looking for a Quantitative Analyst to develop quantitative analytics products and models within a specified framework and translates business requirements into tangible solutions.

Duties & Responsibilities

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.