Frm Capital Portfolio Management Analyst
2 days ago
About us, purpose, experience and qualifications
**about us**:
**purpose**:
To develop financial, capital consumption and scenario analysis models, analyse results to derive insights that inform Capital allocation decisions, monitor allocated business area financial performance and adherence to Internal Capital Adequacy Allocation Process (ICAAP) requirements.
**experience and qualifications**:
- CA (SA) or equivalent or B.Sc Actuarial/Statistics/Financial Maths/CFA or Engineering graduate with a MBA/Economics Hons
- Experience:
- 3-5 years' experience in a Quantitative or similar environment
- 3-5 years’ experience in in technical credit risk modelling and statistical credit portfolio modelling
- Knowledge Required:
- Financial services and financial markets
- Bank impact on economy
- Bank functionality and earnings drivers
- Regulatory requirements, specifically BASEL III
- Risk and credit frameworks and understanding of technical aspects of credit models and financial products
- Stress Testing of Balance Sheet and Income Statement
- Capital construct
- Financial forecast, mathematical modelling (capital and portfolio modelling)
- Proficient in SAS, SQL, Microsoft Office, with Excel modelling
Competencies:
- Problem Solving
- Tolerance of ambiguity
- Building Relationships
- Customer Service Orientation
- Decisiveness and action orientation
- Courage
- Presentation and facilitation
- Verbal and written communication
- Commercial And Financial Acumen
- Mathematical Acumen
- Organisational awareness
- Business insight and risk awareness
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