Specialist: Quantitative Analyst - Sandton, South Africa - Absa Bank Limited

Absa Bank Limited
Absa Bank Limited
Verified Company
Sandton, South Africa

1 month ago

Thabo Mthembu

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Thabo Mthembu

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Description
Bring your possibility to life Define your career with us

  • With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.
Job Summary

Do you want to be part of a go-to quant team that develops trusted model solutions for business stakeholders? Would you like to future-proof your career in a challenging and changing business environment through growing your exposure to the data and statistics field?

Join a diverse team of dynamic model developers.

We are looking for experienced Model Development Analysts with a background as quantitative analysts developing PD, LGD and EAD models for Regulatory Capital and Impairments (IFRS9) models in a banking or consulting environment.


Job Description:

Bring your possibility to life Define your career with us


With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.

Job Summary

Do you want to be part of a go-to quant team that develops trusted model solutions for business stakeholders? Would you like to future-proof your career in a challenging and changing business environment through growing your exposure to the data and statistics field?

Join a diverse team of dynamic model developers.

We are looking for experienced Model Development Analysts with a background as quantitative analysts developing PD, LGD and EAD models for Regulatory Capital and Impairments (IFRS9) models in a banking or consulting environment.


  • We will expect you to ensure model build data are of sufficient quality.
  • Complete statistical data analysis and produce model build documentation in an unambiguous and concise manner.
  • Have the ability to integrate technical statistical experience and business knowledge.
  • Ensure successful implementation of models by assisting the model implementation team through answering technical questions around the model workings.
  • Ensure full governance processes for modelling are complied with from model inception and build through to validation and signoff by completing all relevant documentation according to the Absa Model Risk Policy.
Please submit your full CV and academic transcripts when applying.

Education

Bachelor's Degrees and Advanced Diplomas:
Physical, Mathematical, Computer and Life Sciences (required)

  • Absa Bank Limited reserves the right not to make an appointment to the post as advertised_
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