Finance Recruitment - Banking Jobs SA

Quantitative Analyst (IFRS 9)

Job Information
LocationJohannesburg
SalaryR750k – R700k per annum
Job TypePermanent
EducationDegree in: Statistics/Mathematics/Computer Science/Econometrics
Experience3-5 years
Reference20210930LdPQuants
Emailfinancerecruitment(at)rposervices.co.za
Fax0860000001

Job Description

We are currently looking for a Quantitative Analyst with IFRS 9 and Model development experience. The role will provide an opportunity to be part of a dynamic team with a passion for excellence.

Model automation is key focus for the team and the team will work with different business areas to oversee and ensure the appropriateness of the models.

The role will be responsible for:

• Ensuring a full understanding of the IFRS 9 impairment requirements

• Develop the IFRS 9 probability of default (PD) and loss given default (LGD) models, taking forward looking information into account.

• Understanding the synergy between IFRS 9 and stress testing models.

• Monitoring the models over time

• Research and implement new approaches to automate model development

Requirements:

• 3-5 years of experience in a model development or validation environment

• A degree in Statistics/Mathematics/Computer Science/Econometrics

• Programming experience in Python and Matlab

If you would like to apply for this position, please send transcripts with applications.

Should you meet the requirements for this position, forward your comprehensive CV to financerecruitment@rposervices.co.za, visit our website www.rposervices.co.za or contact the Finance Team on 010 900 4087. Please allow a minimum of 48 hours for a response to your CV, if you do not receive feedback within one week please assume your application has been unsuccessful



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