Analyst, Quantitative, CIB Risk
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Job Location:
Johannesburg - South Africa
Monthly Salary:
Not Disclosed
Posted on:
16 days ago
Vacancies:
1 Vacancy
Job Summary
The prime focus of the team is to perform calibration of all the models used in the counterparty credit risk and country risk measurement of the Standard Bank Group trading activities across all asset classes. The team is also responsible for back testing the adequacy of the models and parameters used at risk factor level. The person will support the development extension implementation maintenance and governance of quantitative models related to counterparty credit risk primarily in the CIB portfolio.
Qualifications :
Type of Qualification: Postgraduate Degree
Field of Study: Quantitative Finance / Actuarial Sciences / Finance Engineering / Financial Mathematics
Experience Required
3-7 years experience in measurement and management of counterparty credit risk exposure.
3-7 years experience and understanding of pricing of derivative products across multiple asset classes an understanding of stochastic processes used in the modelling of risk drivers underlying the derivative valuation fair understanding of basic coding communication to various stakeholders
3-7 years experience in financial and derivative market products quantitative modelling and problem solving.
Additional Information :
Behavioural Competencies:
- Checking Things
- Conveying Self-Confidence
- Developing Expertise
- Examining Information
- Following Procedures
Technical Competencies:
- Data Analysis
- Data Integrity
- Documenting
- Knowledge Classification
- Statistical and Mathematical Analysis
Remote Work :
No
Employment Type :
Full-time
Key Skills
- ISO 27001
- Microsoft Access
- Risk Management
- Financial Services
- PCI
- Risk Analysis
- Analysis Skills
- COBIT
- NIST Standards
- SOX
- Information Security
- Data Analysis Skills
About Company
Standard Bank Group is a leading Africa-focused financial services group, and an innovative player on the global stage, that offers a variety of career-enhancing opportunities – plus the chance to work alongside some of the sector’s most talented, motivated professionals. Our clients ... View more
