Posted on: 07 September 2016
ID 529482

Quantitative Risk Analyst

Quantitative Risk Analyst

A leading Financial Services firm requires the skill of a dynamic individual to join them and thrive within this Quants Specialist role.

 

You will utilise your quantitative skills (quantitative and qualitative analysis techniques) to develop and implement models and analytical solutions within the credit and operational risk domains. You will be have exposure to and experience with international accounting standards, Basel II capital requirements, credit risk modeling, operational risk scenario and loss data modeling, rating criteria and stress-test modeling, on-going monitoring of rating models, creation of reports and dashboards.

 

You will meet the following minimum requirements

  • Completed Mathematical related Degree (non negotiable)
  • 3+ years quantitative analysis or modeling experience
  • Competent in SAS, SQL or VBA
  • Data mining and analytics / Statistics experience
  • Credit Risk or Operational Risk background
  • Knowledge Basel II Regulatory credit and operational risk capital models
  • Market Risk and Financial Modelling knowledge
  • Previous experience in Financial Services, Investments or Banking is ideal

Location: Successful incumbent will primarily be based in Johannesburg.

Duration: Permanent Appointment

To apply or for more elaborate details send us a detailed CV (in MS Word format) via email to info@sapientis.co.za  (QRAC_I_G)

If you have not had any response in two weeks please consider your application unsuccessful. Your CV will be kept on file for any further suitable positions.

|Sapientis Human Resources are a specialist recruitment and contracting agency specializing in Financial Services and Strategy, Information Technology and Consumer Goods | For more information and additional vacancies please view our website www.sapientis.co.za or www.sapientismc.co.za |

Occupation:
Quantitative Risk
Finance jobs
More details
Contract type:
Full-time


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