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Quantitative Analyst

3 weeks ago

Johannesburg North, South Africa Communicate Recruitment Full time

An industry dominating Bank is on the lookout for a Quantitative Analyst to build all their IFRS 9 impairment models from scratch

**Job & Company Description**:
This is a leading bank with a global footprint, which is known for being innovating in the ever changing market. They believe in rewarding employees for outstanding contributions and providing career support to enable continuous growth opportunities. The role forms part of the Model Development Team which will give you more insight into the retail credit industry. You will be tasked in building all regulatory models (PD, LGD, EAD) models from scratch for regulatory and capital.

**Education**:

- Honours Degree in a Statistical, Mathematical or Actuarial field

**Job Experience & Skills Required**:

- 2 - 5 years of credit risk model development experience
- PD, LGD and EAD model development experience
- Understanding and interpreting IFRS 9
- Experience with SAS, Python, SQL etc will be beneficial

Shaunaline Baatjies

Recruitment Consultant

Network Finance Cape Town

For more information please contact:
Shaunaline Baatjies