Senior Quantitative Analyst: Vehicle and Asset

2 weeks ago


Johannesburg North, South Africa Communicate Recruitment Full time

An opportunity is available in the Financial Services industry for a Senior Quantitative Analyst, with IFRS9 impairments and model development experience.

**Job & Company Description**:
**Education**:

- BSc Computer Science, Mathematics or Statistics Degree
- Honours Degree will be advantageous

**Job Experience & Skills Required**:

- Minimum of 3+ years’ experience in data analytics (preferably in a credit risk function)
- Previous experience in vehicle and asset finance
- Experience in programming (SAS, R, Python etc.)
- Strong analytical and problem-solving skills
- Wholesale or retail banking experience
- Should be able to actively engage with stakeholders on a technical and non-technical level

Reach out to me directly if you are passively looking in one of our niche areas to hear more about roles that we are not advertising:
**Quantitative Risk**
- Retail & Wholesale Credit Risk
- Model Development (PD, LGD, EAD)
- IFRS 9 implementations
- Model Validation & Model Risk
- Pricing & Profitability
- Economic Capital Modelling
- Credit Risk Acquisitions & Collections
- Decision Analytics

**Actuarial**
- Pricing & Product Development
- Valuations
- SAM / Solvency II
- IFRS 17

For more information contact:
Daniël le Grange

Recruitment Specialist: Actuarial and Analytics

For more information please contact:
Daniel le Grange



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