Quantitative Analyst (Johannesburg)
| Remuneration: | Market related |
| Location: | Johannesburg |
| Type: | Permanent |
| Company: | EOH Recruitment Solutions |
Our client is currently recruiting for four positions within the home loans value analytics area for quantitative analysts.
- One senior quants positions for impairments
- Two quants positions for impairments
- One quants positions for capital modelling
Job purpose
To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world-class risk management and/or attainment of strategic objectives.
Job responsibilities (three positions)
- IFRS9 modelling and development (PD, LGD, EAD)
- IFRS9/IAS39 reporting, ad-hoc analysis
- Impairment re-grounds and validation
Job responsibilities (one position)
- Capital modelling (PD, LGD, EAD)
- Capital reporting, validation, calibration, ad-hoc analysis
Essential qualifications – NQF level
- Advanced diplomas/national first degrees in statistics/mathematics
Preferred qualification
- Postgraduate degree in statistics/mathematics, CFA/FRM/PRM
Contact person Terry Mathumo 011 262 4530.
Posted on 18 May 11:07
EOH Recruitment Solutions
EOH Recruitment Solutions is a market leader in the sourcing and selection of top candidates and recruitment services. With a focus on Technology, we specialise in both permanent and contract roles.