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Senior Quantitative Analyst

Remuneration:R750000 - R900000 per year 
Location:Johannesburg, Sandton
Education level:Diploma
Job level:Mid/Senior
Type:Permanent
Reference:#MH51570
Company:E-Merge IT Recruitment


A great opportunity has presented itself at one of the largest non-bank providers of unsecured credit and allied products in South Africa. A senior quantitative analyst is required to join this team of analytics superstars. Your role will involve building of credit risk models across classes (PD, LGD, EAD, ECL) under IFRS 9; credit risk scorecard modelling, monitoring and evaluation; design and review of risk governance of credit models and more.

Requirements:
  • A Minimum of Honours BSc Degree Applied Mathematics/Statistics/Financial Mathematics or any other analytical degree equivalent
  • At least four years’ experience in IFRS9 model building
  • Must have experience with SAS, SQL and excel
  • Must be competent with IFRS 9 expected loss models, impairment LGD and PD models
  • IFRS9 Modelling - Conducting ad hoc analysis on IFRS 9 PD, EAD, LGD, as well as overall impairment calculations
Reference number for this position is MH51570. This is a permanent role based in Sandton. Budget is in the region of R900,000 per annum based on experience, skillset and current level. Contact Michelle on az.oc.egrem-e@ellehcim.

Are you ready for a change of scenery? E-Merge IT Recruitment is a niche recruitment agency. We offer our candidates options so that we can successfully place the right people with the right companies, in the right roles. Check out the E-Merge IT website for more great positions.

Do you have a friend who is a developer or technology specialist? We pay cash for successful referrals!

Posted on 04 Feb 15:47

Apply by email

Michelle Cooper
michelleh@e-merge.co.za

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e-Merge IT Recruitment
e-Merge is a service orientated, boutique agency working in specific technology verticals. We only recruit within our specialised fields, assuring both client and candidate of expert attention, knowledge and advice.
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