Job & Company Description:

The team is responsible for model development and implementation across Liquidity, Capital, Credit, and Market Risk to measure and quantify risk for the bank. You will get the opportunity to research and improve on risk management modelling and techniques to improve the appropriateness and accuracy of the existing methods.

Education:

• BSc Honours in Mathematics, Statistics, or Actuarial Science as a minimum.
• Preference given to Chartered Financial Analysts (CFA) or Financial Risk Managers (FRM).

Job Experience & Skills Required:

• 3-5 years experience in quantitative risk areas (ALM, credit risk, market risk, capital).
• Must be proficient in model development or validation.
• Coding experience advantageous. Eg, SQL, Python, R.

Apply now!

For more Actuarial or Quantitative Analyst jobs, please visit www.networkrecruitment.co.za or connect with me on LinkedIn at www.linkedin.com/in/aniqah-cloete

Reach out to me directly if you are passively looking in one of our niche areas to hear more about roles that we are not advertising:

Prudential Risk

• Balance Sheet Management & Optimisation

• Capital Management: Regulatory & Economic Capital

• ALM & Interest Rate Risk

• Liquidity Risk (LCR and NSFR)

• Market Risk

Quantitative Risk

• Retail & Wholesale Credit Risk

• Model Development (PD, LGD, EAD)

• IFRS 9 implementations

• Model Validation & Model Risk

• Pricing & Profitability

• Economic Capital Modelling

• Credit Risk Acquisitions & Collections

• Decision Analytics

Actuarial

• Pricing & Product Development

• Valuations

• SAM / Solvency II

• Technical Marketing

• Underwriting

If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.