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 ...