Quantitative Analyst

5 days ago


Pretoria, South Africa Global e-Talent Full time

Duties will include but not limited to:

- Develop analytical methods to analyse and interpret risk-based regulatory data submissions.
Assess material changes made to the risk measurement models used for the regulatory capital calculation of banks already on an AIRB approach.
- Monitor and analyse risk measurement models throughout the industry, including the analysis of data and conducting of thematic reviews.
- Participate in the internal capital adequacy assessments (ICAAPs).
- Interpret and consult on the Regulations relating to Banks.
- Develop risk principles, processes and methods relating to the assessment of risk measurement models.
- Develop and maintain knowledge relating to regulatory capital models and the use thereof within banks.



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