Specialist: Quantitative Analyst
Absa Towers West, South Africa
ZAR 420K-480K (estimate) Mid-level Full Time
Tasks
- Challenge model builds with stakeholders
- Collaborate with credit teams on data requirements
- Develop IFRS9 models
- Develop regulatory capital models
- Engage stakeholders and regulators
- Enhance existing models
- Explain methodologies and data feeds
- Perform model impact analysis
- Perform statistical data analysis
- Present model update impacts
- Produce model build documentation
- Refresh model with macro economic factors
- Respond to independent review questions
- Support model implementation testing
- Test model build data quality
- Update models for validation sign off
Perks/Benefits
- N/A
Skills/Tech-stack
Data Quality | Documentation | IFRS9 | Macroeconomic forecasting | Model Validation | Model risk | Regulatory Capital | SAS | Statistical Analysis
Education
Roles
Analyst | Model Risk Analyst | Quantitative Analyst | Risk Analyst
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