Senior Quantitative Analyst at Standard Bank Group

Job Description

To ensure the optimal development, enhancement, deployment, maintenance and monitoring of impairment models within Business and Commercial Banking Capital and Impairment Model Development. Ensure models developed are of high quality and the required governance of model changes, and accounting and Reserve Bank regulations are adhered to.

Qualifications

Minimum Qualifications

• Honours Degree in Mathematical Sciences
• Experience required
• 3-4 Years
• Experience with data mining and credit risk modelling.
• Technical model development and implementation experience in the banking sector.
• Experience in building PD, LGD and EAD models end-to-end, through to implementation. Understanding of the use and impact of impairment models in retail banking or a retail lending environment.
• Understanding of the purpose and operation of impairment models. Communication skills, in particular, communication of technical concepts to a non-technical audience.

Additional Information

Behavioural Competencies

• Examining Information
• Adopting Practical Approaches
• Challenging Ideas
• Exploring Possibilities
• Upholding Standards
• Interpreting Data

Technical Competencies

• Quant Skills
• Data Analysis
• Data Integrity