Senior Quantitative Analyst

Senior Quantitative Analyst
Company:

Iqbusiness South Africa



Job Function:

Analyst

Details of the offer

IQbusiness is a leading independent management consulting firm. We are looking for someone to join our Data & Analytics Capability team that has experience in predictive analytics or providing analytical inputs into financial and risk models. We are primarily looking for Quantitative Analysts who are able to programme in R; however, SAS, SQL, VBA, and Python will also be considered. The role of this Analyst is to utilise his quantitative skills to develop and implement models and analytical solutions for our clients. The bulk of the work is typically within the banking and insurance industries and more specifically within the credit domain. Skills & Competency:

Forecasting techniques in R
Segmentation and cohort analysis
Regression analysis
Hypothesis testing
Estimation and correlation analysis

Duties and Responsibilities:

Development, implementation and optimisation of credit and operational risk models (Basel II regulatory capital models, impairments)
Development and implementation of various quantitative models for clients in the banking and insurance industries
Credit risk and operational risk evaluation, including qualitative and quantitative approaches, as well as modelling, analytics, and forecasting
Data mining, scrubbing, cleaning, mapping and analysis using SAS, SQL, VBA, Python and R skills
Compilation of model build and business requirement documentation
Creation of MIS dashboards with advanced insights
Development and implementation of solutions to monitor the performance of existing models
Innovative first-principles model building and automation of processes

Education & Qualifications:

Completed Mathematical and/or statistical related Degree
Two to five years quantitative analysis or modelling experience
Competent in SAS, SQL or VBA
Ideally a Credit Risk or Financial risk background
Banking or financial exposure preferable

Knowledge:

Building credit risk models including scorecard development
Regulatory landscape
Implementation and automation of models
Understanding of credit life cycle
Banking knowledge and exposure
Market Risk and Financial Modelling knowledge
Data mining and analytics / Statistics
General business and process knowledge

Please Note: As all IQbusiness roles require honesty in the handling of or access to cash, finances, financial systems, or confidential information; our recruitment process requires that the following background checks be completed: credit, criminal, ID, and qualification verification.
IQbusiness is committed to sustainable growth and transformation; we embrace diversity and employ previously disadvantaged individuals.

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Source: Whatjobs_Ppc

Job Function:

Requirements

Senior Quantitative Analyst
Company:

Iqbusiness South Africa



Job Function:

Analyst

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