Quantitative Specialist: Capital Management
1 week ago
Key Performance Areas **1.Develop and Maintains Capital Management Models** - Responsible for assisting in the ongoing production, analysis and reporting of capital forecast information including, but not limited to, regulatory capital as well as the Net Stable Funding Ratio (NSFR) and Liquidity Coverage ratio (LCR) - Prepare a forward-looking capital plan to be included in the Annual Corporate Plans Borrowing Strategy of the company that account for the bank unique risks and sufficient capital to continue operations throughout times of economic and financial stress - Maintenance and Enhancement of capital forecasting systems and tools, associated processes, and related documentation - Participate in development and execution of Economic Capital methodologies and Stress testing models for the Banks asset and liability portfolio. - Analyse portfolios both for commercial, retail and business partners (SLA agreements) to look at trends to support economic capital and stress test numbers and calibrate stochastic scenario models including modeling "tail" scenarios. **2.** **General modelling responsibilities** - Develops and performs processes for model monitoring. - Completes testing on model assumptions, theory, empirical evidence, implementation and limitations. - Perform routine analysis for model performance monitoring and model review, maintaining current model inventory for validation and audit compliance. - Maintain "override statistics" - Develop and maintain documentation of procedures and processes. - Maintain thorough technical, procedural, processing, and system knowledge. - Obtain and conduct data analysis required for stress testing model development. **3. General Reporting & Research** - Prepare reports and presentations, delivering information for use in Executive level reports and financials - Write or assist in the drafting of ad hoc and recurring reports. - Keep current regarding latest industry developments and trends affecting the regulatory environment, banking industry and the organisation. - Perform ad-hoc analyses as and when needed. Preferred Minimum Education and Experience - B Degree in Applied Mathematics, and / or Statistics / Accounting - 3 years experience in Quantitative Analyst in a credit granting environment and in financial markets - 2-3 years experience in Statistical Software Critical Competencies - Statistical software 4 - Microsoft Office 5 - BASEL 3 - IFRS (relevant standards) 4 - Data Analysis 5 - Financial Risk Management Principles 3 Additional Requirements - Travel as and when required. - Extended hours as and when required
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Capital Analyst
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Quantitative Specialist: Credit Impairments
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Group Human Capital Executive
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Centurion, South Africa Human Capital Full time**Introduction** - Momentum Group is a South African-based financial services group. Our retail and specialist brands drive to build and protect our client's financial dreams. We help people grow their savings, protect what matters to them and invest for the future. We help companies and organisation’s care for and reward their employees and...
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Capital Analyst
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Centurion, South Africa Group Finance Full time**Introduction** - Momentum Group is a leading financial services provider dedicated to enhancing shareholder value through innovative and disciplined capital management. As part of our Group Finance & Balance Sheet Management team, we are seeking a dynamic and analytical **Capital Analyst** to contribute to our mission of optimizing cost of capital and...
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Human Capital Business Partner
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Quantitative Research Analyst
1 week ago
Centurion, South Africa Momentum Investments Full time**Introduction** **Role Purpose** Support the investment and research team using quantitative research methodologies and tools to review, analyze and improve investment portfolios based on the outcomes and requirements of the mandate and business requirements. **Requirements**: - An appropriate Masters level quantitative degree (e.g. Mathematics, Applied...
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Quantitative Research Analyst
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Centurion, South Africa Momentum Metropolitan Holdings Full timeIntroduction Role Purpose Support the investment and research process using quantitative research methodologies and tools to analyse investment portfolios and financial instruments based on the outcomes and requirements of the mandate and business requirements. **Requirements**: - Mathematics, Statistics or Actuary related degree. - Finance related post...
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Human Capital Business Partner
2 weeks ago
Centurion, South Africa Momentum Investments Full time**Introduction** Through our client-facing brands Metropolitan and Momentum, with Multiply (wellness and rewards programme), and our other specialist brands, including Guardrisk and Eris Property Group, the group enables business and people from all walks of life to achieve their financial goals and life aspirations. **Role Purpose** Partner with business...
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Human Capital Business Partner
1 week ago
Centurion, South Africa Momentum Investments Full time**Introduction** Through our client-facing brands Metropolitan and Momentum, with Multiply (wellness and rewards programme), and our other specialist brands, including Guardrisk and Eris Property Group, the group enables business and people from all walks of life to achieve their financial goals and life aspirations. **Role Purpose** Partner with business...
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Quantitative Market Risk Analyst
2 days ago
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