Senior Quantitative Analyst @ Johannesburg – R900k PA

A great opportunity has presented itself at one of the largest non-bank providers of unsecured credit and allied products in South Africa.
A Senior Quantitative Analyst is required to join this team of analytics superstars. Your role will involve building of credit risk models across classes (PD, LGD, EAD, ECL) under IFRS 9; credit risk scorecard modelling, monitoring and evaluation; design and review of risk governance of credit models and more.

Requirements:

  • A Minimum of Honours BSc Degree Applied Mathematics/Statistics/Financial Mathematics or any other analytical degree equivalent
  • At least four years’ experience in IFRS9 model building
  • Must have experience with SAS, SQL and excel
  • Must be competent with IFRS 9 expected loss models, impairment LGD and PD models
  • IFRS9 Modelling – Conducting ad hoc analysis on IFRS 9 PD, EAD, LGD, as well as overall impairment calculations

Reference Number for this position is MH51570. This is a permanent role based in Sandton. Budget is in the region of R900k per annum based on experience, skillset and current level. Contact michelle on michelleh@e-merge.co.za, at e-merge . co . za

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