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Quantitative Analyst

Remuneration:R550000 - R650000 per year Cost to company 
Education level:Degree
Job level:Senior
Company:E-merge IT Recruitment

Job description

Big four major retail bank is looking for a senior quantitative analyst who is a statistical and mathematical genius, to retrieve and manipulate data in order to build quantitative solutions and models within a specified framework, process and procedure, under guidance.

  • Honours Degree in mathematics/statistics/economics/finance
  • Three to five years’ experience in risk modelling or validation environment
  • Must have held the role of 'quantitative analyst' within their career


Technical skills to include:
  • SAS advanced user
  • Statistical and financial modelling skills
  • VBA
  • SQL
Job description:
  • The role provides in-depth exposure to the bank’s credit risk measurement models used for the calculation of regulatory and economic capital, as well as credit impairments
  • Your work will be focused on retail credit models and you will be required to interact with senior modellers on a regular basis
  • The role offers high visibility as analyses and reports will be tabled at board level committees
  • This is a balanced role, focusing on technical expertise as well as softer behavioural competencies (e.g. conflict resolution, negotiation skills)
  • Communication, report-writing, project management, general credit knowledge and people skills are honed in addition to the solid technical on-the-job experience
  • While this is a validation function, analysts are encouraged to develop challenger models and assist the bank in rationalising the number of credit models across the Group

Reference Number for this position is TM41223 which is a permanent position based in Sandton offering a salary up to R650k per annum cost to company negotiable on experience and will be decided in accordance with your current remuneration.

e-Merge IT recruitment is specialist niche recruiters with a wide range of positions available. We offer researched positions with top companies to strong technical skilled candidates.

Email Tebogo on or give him a call on 011 463 3633 to discuss this and other opportunities.

Please feel free to check out our website on for similar positions that might be of interest to you!! Do you have a friend who is a technology specialist? We pay big cash to you if we place a friend that you sent us!

If you haven’t heard from e-Merge IT within two weeks of your application, please consider it unsuccessful for this position.

Posted on 09 Nov 12:19

tebogo Morgan

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