814) Manager: Quantitative Analysis

1 week ago


Pretoria, South Africa South African Reserve Bank Full time

**Brief description**

The objective of the role is to lead a team of quantitative analysts which focuses mainly on the risk measurement models used for credit risk **,**market risk, and operational risk and in some instances, the focus will extend to economic capital and stress testing.

**Detailed description**
- Leading and managing a team of quantitative analysts responsible for
- assessing material changes made to the risk measurement models used for regulatory capital calculation of banks already on the AIRB approach;
- monitoring and analysing risk measurement models throughout the industry, including the analysis of data and conducting of thematic reviews; and
- providing, as required, specialist training to risk support and frontline supervision staff members on risk measurement models used by banks.
- Providing technical assistance and guidance to a team of quantitative analysts.
- Managing team deliverables, including work plans, resource allocation, supervision of the team, understanding of processes and systems, as well as driving change and innovation.
- Managing deliverables of a team of quantitative analysts, thereby ensuring that model-based regulatory data reported by banks have integrity and validity.
- Managing team performance and talent management, including learning and development of team members and succession planning.
- Contribute to the team’s compliance with the South African Reserve Bank’s governance, risk management, and information management policies and procedures.
- Contribution to special projects in the Prudential Authority.



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