eSmart Recruitment CC
One of our clients in the Banking sector are looking for a Quantitative Analyst to join their team.
To develop and maintain Business Banking’s regulatory capital and impairment models
Duties & Responsibilities
- Build and formally present reports by monitoring business performance within the set risk appetite and through analysis.
- Report to; monitor and advise operational areas to manage trends through analysis for ad-hoc requirements.
- Manage client expectations by liaising with stakeholders through the model build process as well as the systems and strategy development process.
- Increase efficiencies through programming and automating processes.
- Challenge model builds from around the cluster through peer review participation and ensuring best practice.
- Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis; business requirements gathering and designs validation.
- Ensure product and/or solution design is congruent with the required business specifications through meeting stakeholder requirements timeously.
- Ensure continuity and record keeping through formal sign-off at forums and by creating documentation.
- Ensure data accuracy through data and front-end analysis; pre and post testing of system/strategy changes.
- Ensure accuracy and feasibility through impact analysis for newly developed products.
- Review reporting and ensure accuracy through analysis and providing feedback.
- Providing advice to key operational areas ensuring optimal resource allocation and desired results through analysis and communication.
- Manage access and change control and ensure compliance by creating change logs and restricting/providing access.
- Take corrective action where risk is identified in any processes; models or reporting; through analysis and formal communication.
Desired Experience & Qualification
- Matric / Grade 12 / National Senior Certificate
- Bachelor’s Degree in Science, Technology, Engineering, Math
Minimum Experience Level
- 3-5 years relevant experience in an analytical environment
- SAS coding experience required, impairment or capital modelling experience preferred
Type of Exposure
- Analysing situations or data that requires an in depth evaluation of multiple factors
- Developing ways to minimize risks
- Managing conflict situations
- Influencing stakeholders to obtain buy-in for concepts and ideas
- Sharing information in different ways to increase stakeholders understanding
- Comparing two or more sets of information
- Working with a group to identify alternative solutions to a problem.
- Interacting with diverse people
- Building and maintaining effective relationships with internal and external stakeholders
- Analysing and interpreting quantitative and qualitative data
Technical / Professional Knowledge
- Industry trends
- Microsoft Office
- Principles of project management
- Relevant regulatory knowledge
- Relevant software and systems knowledge
- Risk management process and frameworks
- Business writing skills
- Microsoft Excel
- Business Acumen
- Quantitative Skills
Package & Remuneration