Quantitative Analyst
Johannesburg, Gauteng, South Africa
Job Description
SUMMARY:
Attention Quants: Elevate Your career in Credit Risk Modelling - Lead the charge in developing cutting-edge PD, LGD, and EAD models! Be the technical expert shaping credit risk strategies for top financial institutions in a collaborative, growth-driven environment. Master advanced modelling techniques and sharpen your Python, R, and SAS skills as you make an impact across the industry.POSITION INFO:
Key Duties and Responsibilities:
- Model Development: Build and review credit risk models (IFRS9, scorecards, etc.) for provisioning and regulatory capital.
- Coding & Automation: Use Python, R, and SAS to code and automate financial risk management models.
- Mentorship: Coach and train junior team members, fostering a collaborative and coaching culture.
- Stakeholder Communication: Present and explain complex quantitative concepts to both technical and non-technical stakeholders.
- Innovation: Stay updated with the latest technologies and techniques, applying them to credit risk modelling.
- Honours or Masters Degree in Quantitative
- Proficiency in statistical software and coding languages such as Python, R, or SAS.
- Experience with managing, coaching, or mentoring junior staff is advantageous.
- Strong organisational, time management, and communication skills.
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Job Detail
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Job IdJD1365249
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:R550000 per year
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Employment StatusPermanent
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Job LocationJohannesburg, Gauteng, South Africa
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EducationNot mentioned