Associate Quantitative Analyst

2 weeks ago


Pretoria, Gauteng, South Africa South African Reserve Bank Full time

Brief description


The purpose of this position is to realise the responsibilities of the Risk Support Department (RSD) of the Prudential Authority (PA).

At the crux of these responsibilities is the promotion and enhancement of the safety, soundness and integrity of regulated financial institutions through the use of analytical and quantitative approaches.


Detailed description

  • Develop analytical methods to enhance the supervision of regulated financial institutions.
  • Develop analytical methods to analyse and interpret riskbased regulatory data submissions.
  • Develop risk principles, processes and methods relating to the assessment of risk measurement models.
  • Provide specialist training to PA colleagues on risk measurement models or related supervisory tools as required.
  • Monitor and analyse risk measurement approaches throughout the industry, including the analysis of data and conducting of thematic reviews.
  • Provide input into risk reviews.
  • Interpret and consult on the Regulations relating to Banks.
  • Provide input in terms of the development of prudential standards, directives, guidance notes and circulars regarding risk measurement models to ensure the implementation of sound risk measurement practices.
  • Assess material changes made to the risk measurement models used for the regulatory capital calculation of banks.
  • Develop and maintain knowledge relating to regulatory capital models and the use thereof within banks.

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