Quantitative Analyst

Quantitative Analyst

Minimum Requirements:

Matric (Grade 12)

Advanced Diplomas/National 1st Degrees

1 year experience in an analytical environment

Post graduate degree in mathematics/statistics/actuarial science/data science

Responsibilities:

Implement and execute on MRM to the Power of N model management of the future.

Assessing the level of aggregate model risk in the Group.

Maintaining the Group Model Risk Management Framework and Level 1 Model Risk policy.

Maintenance of a group-wide model inventory across the Company model universe and contributing to the model inventory completeness.

Contribute to the model risk scoring, model materiality and model risk appetite processes.

Assisting with model risk ECap quantification and allocation SAS MRM (Company digital embodiment of the MRM framework) maintenance and enhancement.

Increase efficiencies through digitising risk and automating processes.

Enable data visualisation through dynamic and interactive dashboards.

Build relationships with stakeholders by networking through targeted and informal interactions and consistent delivery of quality output to build trust.

Ensure personal growth and enable effectiveness in performance of roles and responsibilities through formal and informal learning activities and practical experience.

Enable skilling and required corrective action to take place by sharing knowledge and industry trends with team and stakeholders during formal and informal interaction.

Improve personal capability and stay abreast of developments in field of expertise by identifying training courses and career progression for self through input and feedback from managers.

Contribute to a culture conducive to the achievement of transformational goals by participating in Company Culture building initiatives (e.g. staff surveys etc).

Originally posted on Himalayas