Analyst, Quantitative

Details of the offer

Perform initial and ongoing validations of Credit Risk models for the Personal and Business Banking portfolios. Think critically and manage Model Risk for the aforementioned models.
The model types include Basel capital parameter models such as Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models. Other model types include but are not limited to Application and Behaviour Scorecards, Impairment models, Stress Testing models and Pricing models.Assess models against regulations and internal bank policies.Work with large datasets and different coding environments.Review and use cutting-edge development techniques. Qualifications Minimum Qualifications 3-year degree in Statistics; Mathematics; Data Science or Actuarial Science.Honours Degree inStatistics; Mathematics; Data Science or Actuarial Science.Preferred: Masters Degree in Statistics; Mathematics; Data Science or Actuarial Science.Experience Required: 3-5years' experience as a Quantitative Analyst in a Risk Management, Model Development or Model Validation function.3-5 years development/validation experience in statistical modelling.3-5years' experience with using tools such as Python or SAS.Please note: All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any from of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or ******

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Nominal Salary: To be agreed

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