Quantitative Analyst
Johannesburg, South Africa
A ZAR 240K-300K (estimate) Entry-level Full Time
Tasks
- Assess aggregate model risk
- Automate risk processes
- Build interactive dashboards
- Contribute to model materiality process
- Contribute to model risk appetite process
- Contribute to model risk scoring
- Digitize risk processes
- Implement MRM to Power of 1 model management
- Maintain and enhance SAS MRM
- Maintain model inventory completeness
- Maintain model risk management framework
- Network with stakeholders
- Quantify and allocate ECap
Perks/Benefits
- N/A
Skills/Tech-stack
Actuarial Science | Dashboard Development | Data Science | Data Visualization | ECap Quantification | Mathematics | Model Inventory | Model Risk Management | Model risk | Process Automation | Risk Management | Risk Materiality | Risk appetite | Risk scoring | SAS | Statistics
Education
Bachelor of Engineering | Bachelor of Science | High School Diploma | Master of Science | PhD
Roles
Analyst | Model Risk Analyst | Quantitative Analyst | Risk Analyst
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