Quantitative Analyst

**Job Number** - 70180 **Job Type** - Permanent **Job Title** - Quantitative Analyst **Computer Skills** - ICAAP,IFRS 9,In-depth Hedge **Industry** - Financial Services **City** - Tshwane (Pretoria) **Province** - Gauteng **Purpose of the Job**: - The Quantitative Analyst is responsible for ensuring the bank's balance sheet is appropriately modelled...

**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...

**Education**: - Bachelors degree in numeric, actuarial sciences or an equivalent - A postgraduate qualification such as CFA, FRM or PRM will be advantageous **Job Experience & Skills Required**: - Minimum of 5 to 8 years’ experience in model development and validations - Ability to provide training in measurement models - Strong analytical and...

-T he p u r p o s e of th i s p o s i t i on i s t o r e a li s e t h e r e s p o n s i b i li t i es of t h e R i s k S u p p ort De p art m e n t ( R S D) of t he P r u d e nt i al A u t h o ri t y (PA). At the crux of these responsibilities is the promotion and enhancement of the safety, soundness and integrity of regulated financial institutions through...

Gauteng, Tshwane (Pretoria) To enhance the GEPF’s investment monitoring processes and analyse investment performance. This includes attribution analysis, investment reporting, investment administration, quantitative modelling, and performance database management. **Qualification and experience**: **Education**: - A relevant Bachelor’s Degree in...

**ROLE OVERVIEW** Develops statistical analytical models to analyse the portfolio, including quantitative analysis, probability analysis, regression analysis, migration analysis, etc. **QUALIFICATIONS AND EXPERIENCE** - B Degree in Applied Mathematics, and / or Statistics / Accounting - 3 years experience in Quantitative Analyst in a credit granting...

**Qualification and experience**: **Education**: - A relevant bachelors degree in Financial Mathematics, Mathematical Statistics, Actuarial Science, - Mathematics or Finance is required. - A relevant post-Graduate qualification or further study towards an industry qualification e.g., CFA, CIPM or FRM will be advantageous. **Experience**: - 3 to 6 years...

**Qualification and experience**: **Education**: - A relevant Bachelors Degree in Financial Mathematics, Mathematical Statistics, Actuarial Science, - Mathematics or Finance is required. - A relevant Post-Graduate qualification or further study towards an industry qualification e.g. CFA, - CIPM or FRM will be advantageous. **Experience**: - 3 to 6 years...

Overview: - CHAI is an Equal Opportunity Employer, and is committed to providing an environment of fairness, and mutual respect where all applicants have access to equal employment opportunities. CHAI values diversity and inclusion, and recognizes that our mission is best advanced by the leadership and contributions of people with diverse experience,...

Job title : (931) Market Risk Analyst (Insurance, Financial Market Infrastructure, and Cross-Sectoral)Job Location : Gauteng, PretoriaDeadline : April 17, 2025Quick Recommended LinksJobs by Location Job by industries Detailed description The successful candidate will be responsible for the following key performance areas:Understand institutions' strategies...

**ROLE OVERVIEW** Responsible for assisting in the ongoing production, analysis and reporting of capital forecast information including, but not limited to, regulatory capital as well as the Net Stable Funding Ratio (NSFR) and Liquidity Coverage ratio (LCR). **QUALIFICATIONS AND EXPERIENCE** - B Degree in Applied Mathematics, and / or Statistics /...

**Purpose**: The Research Analyst is responsible for advancing the Jobs Fund Knowledge Agenda through targeted research and in-depth big data analysis to inform fund design and evidence-based policy making. **This will entail: 1)** Developing a** **comprehensive understanding of the organization, its strategy, its projects and where it is located within...

Recruiting an Analyst with 3 years corporate experience. Must be an Accounting/Finance/ Economics graduate and have experience in translating qualitative information into financial information and modelling, build models in excel including cost accounting and have some market / economic research & studies. This is a hybrid position with some in office work...

-The purpose of this position is to provide specialist knowledge and manage, analyse and attribute performance measures to the investment portfolios of the South African Reserve Bank (SARB). -Detailed Description Measure, attribute and analyse the investment performance of the portfolios. - Provide input into the formulation and implementation of the...

-The main purpose of this position is to lend support on various oversight projects within the National Payment System Department (NPSD) and to conduct preliminary research. -Detailed Description - Analyse financial market infrastructures (FMIs) and national payment system (NPS) participants' quantitative and qualitative data and compile thorough, concise...

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...

About the RoleThis is an exciting opportunity to join our team as a Risk Analyst - Climate Change and Scenario Analysis Specialist at the South African Reserve Bank. The successful candidate will develop and apply climate models to assess inherent and residual risk exposure and impact on business operations.The ideal candidate will have experience in...

**Job Overview**Owethu Managed Services (OMS) is a leading provider of data analytics and market-making solutions. We are seeking a highly skilled Quantum Financial Analyst to join our team.The ideal candidate will have a strong background in financial products, capital markets, and derivatives. They will be responsible for assisting in the development and...

Overview: - CHAI is an Equal Opportunity Employer, and is committed to providing an environment of fairness, and mutual respect where all applicants have access to equal employment opportunities. CHAI values diversity and inclusion, and recognizes that our mission is best advanced by the leadership and contributions of people with diverse experience,...

Overview: - CHAI is an Equal Opportunity Employer, and is committed to providing an environment of fairness, and mutual respect where all applicants have access to equal employment opportunities. CHAI values diversity and inclusion, and recognizes that our mission is best advanced by the leadership and contributions of people with diverse experience,...