Junior Quantitative Analyst

1 week ago


Johannesburg, South Africa e-Volving Recruitment Full time

Supporting with credit risk model developments and validation for provisioning and capital modelling purposes

Understanding of contemporary statistical techniques and practices in credit risk modelling

Reading, interpreting and creating software code, and experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)

Supporting with credit risk model developments and validation for provisioning and capital modelling purposes

Understanding of contemporary statistical techniques and practices in credit risk modelling

Reading, interpreting and creating software code, and experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)

Honours or Masters degree in a Quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent

1-3 years relevant experience in an analytical and/or financial environment

Relevant software and systems knowledge e.g SAS, Python, R, etc.

Working experience of building an validating credit risk models for provisioning and capital modelling

Ability to cope with and work under pressure

Resilience and ability to work in a team

Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals



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