Quantitative Analyst

Stellenbosch, ZA

ZAR 456K-650K (estimate) Senior-level Full Time

@ C...

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Found 1d ago

Tasks

Develop enterprise risk metrics for capital adequacy and regulatory reporting
Lead design and development of quantitative risk models
Own model lifecycle data preparation modelling validation interpretation
Partner with risk treasury data engineering and stakeholders to ensure model fit for purpose
Perform stress testing and economic capital modelling
Provide technical leadership and subject matter guidance
Support ALM liquidity risk IRRBB and market risk modelling
Translate regulatory frameworks into interpretable risk models

Perks/Benefits

Skills/Tech-stack

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Quantitative Analyst

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