Senior Quantitative Analyst – JHB North – R900k - R950k PA

Location: Johannesburg, South Africa
Salary: Annual Salary
Recruiter: E-Merge
Job Ref: KB49719
Summary: Senior Quantitative Analyst

 

 

Job Description

Are you the Rocket Scientist from Wall Street?

This Quantitative Analyst role is for one of South Africa’s four largest banks.

This intellectually challenging role will test your complex math and modelling methods to spot market changes.

It’s your career. Quantify it.

Do you tick the boxes?

  • BCom (Honours) in Statistics
  • 3-5 years of analytical model building experience
  • Basel
  • IFRS 9
  • Python/R/SQL

Overview:

  • Implementation of IFRS 9 Impairment Models at Group level.
  • Ad hoc IFRS 9 related analysis.
  • Capital and Impairment Modelling
  • Manage access and change control and ensure compliance by creating change logs and restricting/providing access.
  • Review reporting and ensure accuracy through analysis and providing feedback.

Reference Number for this position is KB49719 which is a Permanent position based in JHB North offering a cost to company salary of R900k – R950k PA negotiable on experience and ability. Contact Kavisha Bissessar on KavishaB@------ to discuss this and other opportunities.

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