Senior Quantitative Analyst @ Sandton @ UP TO R900k PA

Senior Quantitative Analyst sought to fill permanent position with a top financial services business based in Rivonia.

They’re a well-established, mid to enterprise Size Company with an international footprint and great culture.

You would play a lead role in developing, implementing, monitoring, and supporting quantitative credit models within the Credit Management department with a focus on IFRS9 modelling.

Minimum requirements:

  • Degree in Mathematics / Applied Mathematics / Statistics or similar qualification
  • 4+ years’ experience in Quantitative Analytics roles and excellent knowledge of IFRS9
  • Expert level skills in SQL; SAS and Excel
  • Experience in developing statistical models including
    • IFRS 9 expected loss models,
    • Impairment LGD and PD models.
    • Origination scorecards, fraud scorecards, collection scorecards, behavior risk models and other risk management models for the retail portfolio

Reference Number for this position is CN51570 which is a permanent position based in Sandton offering a cost to company salary of up to R900k per annum negotiable on experience and ability. Contact Craig Nel on craign@e-merge.co.za to discuss this and other opportunities.

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