Quantitative Analyst
Quantitative Analyst
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Salary Not Disclosed
1 Vacancy
Job Description
Quantitative Analyst
Minimum Requirements:
- Matric (Grade 12)
- Advanced Diplomas/National 1st Degrees
- 1 year experience in an analytical environment
- Post graduate degree in mathematics/statistics/actuarial science/data science
Responsibilities:
- Implement and execute on MRM to the Power of N model management of the future.
- Assessing the level of aggregate model risk in the Group.
- Maintaining the Group Model Risk Management Framework and Level 1 Model Risk policy.
- Maintenance of a groupwide model inventory across the Company model universe and contributing to the model inventory completeness.
- Contribute to the model risk scoring model materiality and model risk appetite processes.
- Assisting with model risk ECap quantification and allocation SAS MRM (Company digital embodiment of the MRM framework) maintenance and enhancement.
- Increase efficiencies through digitising risk and automating processes.
- Enable data visualisation through dynamic and interactive dashboards.
Build relationships with stakeholders by networking through targeted and informal interactions and consistent delivery of quality output to build trust. - Ensure personal growth and enable effectiveness in performance of roles and responsibilities through formal and informal learning activities and practical experience.
- Enable skilling and required corrective action to take place by sharing knowledge and industry trends with team and stakeholders during formal and informal interaction.
- Improve personal capability and stay abreast of developments in field of expertise by identifying training courses and career progression for self through input and feedback from managers.
- Contribute to a culture conducive to the achievement of transformational goals by participating in Company Culture building initiatives (e.g. staff surveys etc).
Employment Type
Full Time
