Junior to Mid-level Actuarial

2 weeks ago


Johannesburg, Gauteng, South Africa e-Merge IT Recruitment Full time
Proudly South African company with immense experience in the telecommunications sphere combining technology, data and analytics is looking to hire the skills of an Actuarial / Quantitative Analyst to join their dynamic team


The incumbent will use their analytical, statistical, and programming skills to collect, analyse and interpret large data sets to provide insights and data-driven solutions to solve difficult and strategic business challenges.


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Requirements:

  • Honour's degree in a mathematical, statistical, or actuarial field
  • Requires 2 plus years' experience
  • SAS (Base, Enterprise Guide, and Enterprise Miner)
  • Python advantageous
  • Excel

Responsibilities:

  • Accurately value and price various NPL and credit portfolios in the market across various products, sectors and clients.
  • Backtest of pricing models to ensure accuracy.
  • Provide detailed insights into each potential portfolio acquisition.
  • Continuous refinements in the pricing methodologies.
  • Ensure the latest mathematical and statistical techniques are used at all times.
  • Setting targets and benchmarks for each purchased debt book (PDB).
  • Monitor performance against investment decisions.
  • Propose corrective action to operational environment.
  • Reporting.
  • Governance around the models and methodologies.
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