Afrizan Quantitative Analyst Jobs in South Africa

Synopsis

Our Client in the banking sector is looking for passionate and ambitious Quantitative Analyst to maintain, monitor and refine the Economic Capital model, general credit risk analytics, including the reporting of analyses related to the BA200 return, Pillar 3 and ICAAP as well as continually developing analytics to aid the accuracy of reporting in line with Company strategic goals.

Role

Quantitative Analyst: Credit Capital Operations, Analytics & Reporting

Responsibilities

Maintain, monitor and refine Economic Capital and Credit Risk Forecasting models

Implementation of new regulatory requirements (Basel 3 reforms)

Alignment of credit economic and regulatory capital related provisioning, reconciliation and adjustment processes

Monthly production of high quality economic and regulatory capital reporting and the allocation thereof

Monthly analysis and assurance of portfolio movements

Coordinate internal and external audit of regulatory reporting related processes
Credit risk capital reporting in Pillar 3, ICAAP, Analyst Booklet

SARB Graph / Queries commentary and analysis

Assisting management with various ad-hoc tasks, reports, specific deep dives and analyses

Provide a consultative service to all stakeholders on the optimization of credit risk capital

Requirements

Qualifications Required

Minimum qualification

Bachelor’s degree in Actuarial Science / Financial Mathematics / Mathematics / Statistics or similar with relevant experience
SAS programming or similar (Python / R / MATLAB) knowledge

Various testing will be conducted to confirm the suitability of the short-listed candidates before final selection.

Kindly note, if you have not heard from us within two weeks of your application please consider it unsuccessful

How to Apply

For more information and job application details, see; Afrizan Quantitative Analyst Jobs in South Africa

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