Quantitative Risk Analyst

2 weeks ago


Johannesburg, Gauteng, South Africa Network Recruitment Full time
About the Role

We are seeking a highly skilled Quantitative Analyst to join our team and contribute to our analytical excellence in managing and mitigating financial risks. As a key member of our team, you will apply your expertise in quantitative analysis and impairments to develop models and strategies that enhance our financial decision-making processes.

Key Responsibilities
  • Develop and implement quantitative models to assess and manage financial impairments.
  • Analyze and interpret data related to credit risk, impairments, and financial performance.
  • Collaborate with stakeholders to understand impairment-related challenges and provide data-driven solutions.
  • Design and conduct stress tests and scenario analyses to evaluate potential impacts on financial health.
  • Prepare detailed reports and presentations to communicate findings and recommendations to senior management.
  • Stay updated on industry trends and regulatory changes related to financial impairments and risk management.
Qualifications
  • Advanced Degree in Quantitative Finance, Mathematics, Statistics, or a related field.
  • Proven experience in quantitative analysis, with a focus on impairments and credit risk.
  • Proficiency in programming languages such as Python, R, or SQL.
  • Strong experience with financial modeling and risk assessment techniques.
  • Familiar with concepts such as PD, LGD, EAD.


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