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

Are you ready for a change of scenery? e-Merge IT recruitment is a niche recruitment agency. We offer our candidates options so that we can successfully place the right people with the right companies, in the right roles. Check out the e-Merge IT website for more great positions.

Do you have a friend who is a developer or technology specialist? We pay cash for successful referrals!

More Jobs Like This

This is a – test

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Mauris porta lorem nec purus dictum placerat. Suspendisse bibendum lacus augue, non interdum purus interdum ut. Duis

Submit your CV

Submit Your Application

We are here To Assist You