Quantitative Analyst - Johannesburg, South Africa - Ovations Group

Ovations Group

Verified Company

Johannesburg, South Africa

1 week ago

Posted by:

Thabo Mthembu

beBee Recruiter

Description

An opportunity has become available for a Senior Quantitative Analyst to provide business analysis, report extraction, and automation engineering support for the Credit Risk Regulatory Reporting Stabilisation Project (CRS Project), and support the implementation of IFRS 9.

Minimum requirements include:

Banking experience in Credit Risk especially the calculation of Credit RWA
The ability to extract and transform data, create data stores, define reports, and automate data processes using SAS and SQL
Experience documenting system architecture and process flows
Experience mapping processes, identifying and implementing better solutions, and those that require additional support from specialists

Responsibilities include:

Create and implement practical solutions to generate an automated IFRS 9 Schedule
Handson coding of the required solution to prepare the IFRS 9 Schedule
Prepare the IFRS 9 Schedule using automation tools
Design an efficient and effective longterm solution for the IFRS 9 Schedule

Job Type:
Contract

Contract length: 12 months

Salary:
R1.00 - R2.00 per month