Senior Quantitative Analyst – SA0876

Johannesburg (SA)
Posted 7 months ago

Our large client is searching for a senior actuarial student with banking experience to join the team. The team will focus on automation, machine learning and expansion into new areas. Knowledge of IFRS 9 Financial Instruments standard for the calculation of credit impairments is an advantage. SAS, SQL, Python or R skills would be an added advantage.

Responsibilities will include:

  • Quantitative and qualitative validation of credit risk models and data, together with the application thereof
  • Provide input/assistance in the build and refinement of credit risk models within the business clusters
  • Enhancements to existing models – Independent development of models to assess potential for improvement on existing ones
  • Keeping abreast with emerging regulatory requirements and modelling techniques in order to fulfil the role as a subject matter expert. Conduct research into model development and validation best practice
  • Liaising with the stakeholders – Preparing and presenting reports to senior management
  • Facilitate improvement in credit risk models and processes
  • Document work performed and findings of validations

Job Features

Job CategorySenior, Senior Student > 2 years experience
For more information, please contactHenda Pretorius []

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