Quantitative Analyst
4 months ago
An opportunity has become available for a Senior Quantitative Analyst to provide business analysis, report extraction, and automation engineering support for the Credit Risk Regulatory Reporting Stabilisation Project (CRS Project), and support the implementation of IFRS 9.
**Important**:This is a contract for **9 months**
**Minimum requirements include**:
- Banking experience in Credit Risk especially the calculation of Credit RWA
- The ability to extract and transform data, create data stores, define reports, and automate data processes using SAS and SQL
- Experience documenting system architecture and process flows
- Experience mapping processes, identifying and implementing better solutions, and those that require additional support from specialists
**Responsibilities include**:
- Create and implement practical solutions to generate an automated IFRS 9 Schedule
- Hands-on coding of the required solution to prepare the IFRS 9 Schedule
- Prepare the IFRS 9 Schedule using automation tools
- Design an efficient and effective long-term solution for the IFRS 9 Schedule
**Job Type**: Temporary
Contract length: 9 months
**Salary**: R1,00 - R2,00 per month
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