Quantitative Analyst (Financial Services) A leading Financial Services firm requires the skill of a dynamic individual to join them and thrive within this Quants Specialist role.
The ideal candidate will have experience in predictive analytics and / or providing analytical inputs into financial and risk models.
Additionally, you will be adept at programme in R, or SAS, SQL, VBA and Python.You will utilise your quantitative skills (quantitative and qualitative analysis techniques) to develop and implement models and analytical solutions within the credit and operational risk space.
You will be have exposure to and experience with international accounting standards, Basel II capital requirements, credit risk modeling, operational risk scenario and loss data modeling, rating criteria and stress-test modeling, on-going monitoring of rating models, creation of reports and dashboards.
You will meet the following minimum requirementsCompleted Mathematical related Degree (non negotiable)3+ years quantitative analysis or modeling experienceCompetent in SAS, SQL or VBASound experience in predictive analytics (non negotiable)Data mining and analytics / Statistics experienceCredit Risk or Operational Risk backgroundKnowledge Basel II Regulatory credit and operational risk capital modelsMarket Risk and Financial Modelling knowledgePrevious experience in Financial Services, Investments or Banking is ideal
Successful incumbent will primarily be based in Johannesburg.Duration : Permanent Appointment (Contract Opportunities also available)