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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