Specialist: Quantitative Analyst

5 months ago


Sandton, South Africa Absa Bank Limited Full time

Bring your possibility to life Define your career with us
- With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary

We are looking for an experienced Model Development Analysts with a background as quantitative analysts developing PD, LGD and EAD models for Regulatory Capital and Impairments (IFRS9) models in a banking or consulting environment.

**Job Description**:
- We will expect you to ensure model build data are of sufficient quality.-
- Complete statistical data analysis and produce model build documentation in an unambiguous and concise manner.- Have the ability to integrate technical statistical experience and business knowledge.- Ensure successful implementation of models by assisting the model implementation team through answering technical questions around the model workings.- Ensure full governance processes for modelling are complied with from model inception and build through to validation and sign-off by completing all relevant documentation according to the Absa Model Risk Policy.Education

Bachelor's Degrees and Advanced Diplomas: Physical, Mathematical, Computer and Life Sciences (required)
- Absa Bank Limited reserves the right not to make an appointment to the post as advertised_


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