Senior Quants Analyst

Qualifications:

• BSc: Honours: Applied Mathematics/ statistics
• BCom: Ecomomics

Tools:

• SAS
• SQL
• SSIS
• SSRS
• Tableu

Description

• Valuations of Financial Exposure under International Financial Reporting Standard (IFRS 9)
• Development of Expected Credit Loss (ECL) Models
• Development of Probabilities of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) Models
• Prevent wastage and identify process improvements to contain and reduce costs
• Assess own performance through seeking timely, and clear feedback and request training where appropriate
• Utilise, refine and enhance advanced statistical models and data analysis to inform decision making and address business needs
• Contribute to creative business solutions, optimisation of processes and conduct statistical modelling and data analysis to inform strategic decisions, under limited supervision
• Assisted in the delivery of value-add outputs across the analytics value chain in delivery of business strategy
• Implement localised Analytics strategy to address business needs, under limited supervision
• Develop new insights into situations and apply innovative solutions to make organisational improvements
• Focus on providing optimal services and improving service delivery processes to meet or exceed customer expectations

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