Specialist: Quantitative Analyst
Absa Towers West, South Africa
ZAR 480K-600K (estimate) Mid-level Full Time
Tasks
- Conduct challenge on model builds
- Conduct statistical analysis
- Develop IFRS9 models
- Develop regulatory capital models
- Engage stakeholders
- Ensure model risk governance compliance
- Explain methodologies and data feeds
- Perform model impact analysis
- Perform model validation
- Present model update impacts
- Produce model documentation
- Refresh existing models
- Support model implementation testing
- Test model build data quality
- Update models with macroeconomic forecasts
Perks/Benefits
- N/A
Skills/Tech-stack
Capital modeling | Data Quality | IFRS 9 | Macroeconomic forecasting | Model Validation | Model risk | Model risk governance | Regulatory Capital | Regulatory capital modeling | Risk governance | SAS | Statistical Analysis | Statistical Testing
Education
Roles
Analyst | Model Risk Analyst | Quantitative Analyst | Risk Analyst
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