Senior Quantitative Analyst

Senior Quantitative Analyst

Remuneration: R900000 – R950000 per year Cost to company 
Location: Johannesburg
Type: Permanent
Reference: #KB49719
Company: E-Merge IT Recruitment


Job description

Are you the rocket scientist from Wall Street? This quantitative analyst role is for one of South Africa’s four largest banks.

This intellectually challenging role will test your complex math and modelling methods to spot market changes. It’s your career. Quantify it.

Reference number for this position is KB49719 which is a p ermanent position based in JHB north offering a cost to company salary of R900,000 – R950,000 per annum  negotiable on experience and ability. Contact Kavisha Bissessar on to discuss this and other opportunities.

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!

Requirements

Do you tick the boxes?
  • BCom (Honours) in statistics
  • Three to five years of analytical model building experience
  • Basel
  • IFRS 9
  • Python/R/SQL
Overview:
  • Implementation of IFRS 9 Impairment Models at Group level.
  • Ad hoc IFRS 9 related analysis.
  • Capital and Impairment Modelling
  • Manage access and change control and ensure compliance by creating change logs and restricting/providing access.
  • Review reporting and ensure accuracy through analysis and providing feedback.


Posted on 30 Jun 09:03

Apply
Kavisha Bissessar

011 463 3633


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