Senior Specialist: Quantitative Analyst- VP
Absa Towers West, South Africa
ZAR 720K-900K (estimate) Senior-level Full Time
Tasks
- Coordinate with model validation credit finance audit stakeholders
- Develop PD LGD EAD models for Regulatory Capital and IFRS9
- Drive continuous improvement initiatives
- Ensure model development compliance with regulatory requirements
- Lead model calibration enhancement documentation
- Manage end to end model development lifecycle
- Manage model development delivery timelines priorities dependencies
- Manage model development risks and incidents
- Monitor industry trends for modelling methodologies and regulatory developments
- Provide mentorship and knowledge transfer to junior analysts
- Support performance talent management and succession planning
Perks/Benefits
- N/A
Skills/Tech-stack
Calibration | Credit Risk | Credit risk modeling | Data Analysis | Documentation | Exposure at Default | IFRS9 | Loss Given Default | Machine Learning | Model Governance | Model Validation | Probability of Default | Project Management | Regulatory Capital | Risk Management | Risk Modeling | Statistical modeling | Team leadership
Education
Bachelor of Commerce | Bachelor of Engineering | Bachelor of Science
Related jobs
-
DHS | Data Analysis | Data Interpretation | Data Validation | DemographyVirtual work | Weekly Email UpdatesSenior-level Full TimeJohannesburg, South Africa18h ago
-
Data Analyst I ZAR 360K-420KData Visualization | Data cleaning | Descriptive Statistics | Microsoft Excel | Pivot TablesEntry-level Full TimeStellenbosch, ZA1d ago
-
Dashboard Development | Data Analysis | Data Modeling | Data Quality | Data QueryingCollaborate with international data team | Exposure to global datasets | Flexible contract role | Remote workMid-level Contract Full Time TemporaryJohannesburg, South Africa R1d ago
-
Specialist - Credit Portfolio Analytics ZAR 660K-780KCredit Portfolio | Credit Portfolio Analytics | Credit Risk | Data Visualization | Machine LearningSenior-level Full TimeJohannesburg, ZA2d ago
-
Quantitative Analyst ZAR 600K-780KBasel III | Basel IV | Business forecasting | Credit Pricing Models | Credit RiskSenior-level Full TimeSandton, ZA2d ago
-
Automation | Big Data | Budgeting | Business Analysis | Campaign analyticsMid-level Full TimeJohannesburg, Gauteng, South Africa4d ago
-
Mid-level Full TimeBellville, Western Cape, ZA4d ago
-
Marketing and Data Analyst Graduate (BBBEE Programme) ZAR 216K-264KData Analysis | Excel | Power BI | QlikView | ReportingEntry-level Full TimeJohannesburg - Woodmead, South Africa5d ago
-
Principal Specialist VodaPay Insights and Analytics ZAR 540K-720KA/B | A/B Testing | B testing | CVM Analytics | Customer SegmentationCell phone benefits | Data benefits | Fibre connection discounts | Medical aid | Retirement benefitsSenior-level Full TimeMidrand, ZA5d ago
-
Senior Data Analyst ZAR 540K-720KBrandwatch | Dashboarding | Data Analysis | Data Visualization | Data measurementHybrid workSenior-level Full TimeJohannesburg, Gauteng, South Africa6d ago
-
Business Intelligence | Data Analysis | Data Modeling | Data Quality | KPI TrackingRemote workMid-level Full TimeSouth Africa, South Africa R6d ago
-
Mid-level Full TimeJohannesburg, South Africa6d ago
-
Advanced Analytics | C# | C++ | Calypso | Derivatives tradingCareer development | Training and mentorshipMid-level Full TimeSandton, South Africa6d ago
-
Business Insights & Data Analytics Manager ZAR 384K-420KBusiness Intelligence | Conversion Rate | Conversion rate optimization | Data Analysis | Data VisualizationMid-level Full TimeWestville, South Africa6d ago
-
Data Scientist ZAR 400K-460KData Modeling | Machine Learning | Predictive Modeling | Quantitative Analysis | SASChallenging work environment | Opportunities to innovate | Opportunities to network and collaborateMid-level Full Time5 Merchant Place, 9 Fredman Drive, …7d ago
-
Data Analyst - Marketing ZAR 336K-370KBigQuery | Excel | Google Analytics | Google Sheets | K-MeansMid-level Full TimeCape Town7d ago
-
Data Analyst - Marketing ZAR 336K-370KBigQuery | Excel | Google Analytics | Google Sheets | K-MeansMid-level Full TimeCape Town7d ago
-
Head Modelling & Analytics ZAR 750K-840KALM | Cash Flow | Cash flow modeling | Classification | Data AnalysisExecutive-level Full Time15 Alice Lane, South Africa8d ago
-
Agile | Agile Framework | Cloud Computing | Data Governance | Data platformsMid-level Full TimeSandton, South Africa8d ago
-
Automation | Data Governance | Data Infrastructure | Data Visualization | HR AnalyticsBonus and equity opportunities | Career growth opportunities | Comprehensive healthcare benefits | Flexible work arrangements | Remote friendly work arrangementsExecutive-level Full TimeSouth Africa8d ago
-
Analyst, Quantitative ZAR 900K-1000KCounterparty Credit | Counterparty Credit Risk | Credit Risk | Data Analysis | MATLABEntry-level Full TimeJohannesburg, GP, South Africa8d ago
-
Quantitative Analyst ZAR 600K-730KAIRB | Asset-liability management | Basel III | Basel IV | Capital adequacySenior-level Full TimeStellenbosch, ZA9d ago
-
Data Analyst (Senior) ZAR 480K-600KBusiness Intelligence | Data Integrity | Microsoft Excel | Power BI | RSenior-level Full TimeSandton - 1 Discovery Place, Gauteng, …9d ago
-
Data Analyst ZAR 360K-420KConsumer Data | Consumer data analysis | Data Analysis | Data Pipelines | Data StudioHybrid work schedule | Ongoing professional development | Personal developmentEntry-level Full TimeJohannesburg18d ago
-
Dashboard Development | Data Analysis | Data Automation | Data Modeling | DatabricksExposure to global datasets and stakeholders | Flexible contract role | International data team collaboration | Remote workMid-level Contract Full Time TemporaryRemote, South Africa R21d ago