Quantitative Specialist: Capital Management

2 weeks ago


Pretoria, South Africa Fempower Personnel Full time

Our client has an opportunity available for a Quantitative Specialist in Capital Management based in Centurion.

**Requirements**:

- B Degree in Applied Mathematics, Statistics or Accounting.
- 3 years’ experience in Quantitative Analysis in a credit granting environment and in financial markets.
- 2-3 years’ experience in Statistical Software.
- Willing to travel and work extended hours when required.
- Critical Competencies:

- Statistical software
- Microsoft Office
- BASEL 3
- IFRS
- Data Analysis
- Financial Risk Management Principles.

**Responsibilities**:

- Assist in the ongoing production, analysis and reporting of capital forecast information.
- Maintain and enhance capital forecasting systems, tools etc.
- Analyse portfolios both for commercial, retail and business partners.
- Develop and perform processes for model monitoring.
- Complete testing on model assumptions, theory, empirical evidence, implementation and limitations.
- Perform routine analysis for model performance monitoring and model review.
- Obtain and conduct data analysis required for stress testing model development.
- 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.



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