Quantitative analyst

City of Tshwane, Gauteng 30 November

Network Recruitment

  • Description

    Ref. No:
    Salary Range:
    R500000 - R650000 Annually
    Job Description:
    Job & Company Description:

    You will be challenged to perform quantitative risk functions as well as managerial duties. The successful candidate will be building impairment models, PD, EAD, LGD and stress testing. Other tasks are reporting directly to the director and working on very high-level client engagements. International travel will be part of the role. Capital management and balance sheet management experience would be a bonus.

    Job Experience & Skills Required:
    BSc in applied maths(honours preferred)
    Strong mathematical and statistical skills
    4- 7 years analytical experience
    Expert knowledge of credit risk, capital modelling or management.
    IFRS9 or Basel 3
    Proficiency ( SAS, SQL, VBA and MS Excel)
    Adaptable and resilient.

    If you are interested in this opportunity, please apply directly. For more finance jobs, please visit ******************************

    If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.

    For more information contact:

    Lance Esau
    Specialist Consultant: Quantitative and Prudential Risk
    Financial Services

  • Requirements

  • Language(s): English
  • Availability for travel: No
  • Availability for change of residence: No

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