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