Quantitative Analyst

Location: Johannesburg, South Africa
Salary: 700000
Recruiter: Network Recruitment (Network Finance Executive)
Job Ref: NWP003285/GLe
Date posted: Friday, October 4, 2019
Summary: A highly innovative and dynamic consulting firm is on the search for a quantitative analyst that wants to work with top notch clientele and enforce strategic decisions across the analytics space.

 

 

Job Description

Job & Company Description:

 

 

The successful incumbent will be tasked in developing capital and provisioning models in order to minimise risk and / or maximise revenue. In addition, you will need to understand capital frameworks and Basel II requirements to inform business strategy and decisions. If you are looking to develop models, take ownership for your models and also challenge the already in place model convention please apply immediately!

 

Job Experience & Skills Required:

 

Minimum Bsc Honours degree in Mathematics, Statistics or Actuarial Science

   4 – 6 years of credit risk experience

   Previous experience with PD, EAD or LGD models is non negotiable

   SAS profiency

 

If you are interested in this opportunity, please apply directly. For more finance or risk jobs, please visit --------Please upload your CV here-------->

 

If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.

 

We also invite you to contact us to discuss your next career move in finance!

 

For more information contact:

Gershan Lentoor

-----

Specialist Consultant: Prudential Risk and Quantitative Risk

 

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