Analyst: Quantitative Risk Modelling - City of Johannesburg, Gauteng

We are looking for an experienced Model Risk Specialist to join our team in Enterprise Risk Management. The successful candidate will have a good understanding of Credit Risk models and be able to perform tasks such as model independent validation, reporting, presenting at govern ...

· Exciting new opportunity in Enterprise Risk Management to join the Model Risk team. Have a good understanding of Credit Risk models and be able to perform tasks that include model independent validation, reporting, presenting at governance committees and shaping of frameworks. ...

This role involves performing model independent validation, reviewing and reperforming model building processes, documenting findings and advising on model appropriateness. · ...

The role entails the validation of models (Market risk and Treasury Risk), focusing on identifying, mitigating and monitoring of key model risks. · You will conduct validations on a diverse range of AGL models, mainly traded market risk models, produce validation reports, negotia ...

The role entails the validation of models (Market risk and Treasury Risk), focusing on identifying, mitigating and monitoring of key model risks. Opportunities to gain experience across validation teams and within the greater Model Risk team are possible and encouraged by managem ...

As an Analyst within the team, the expectation will be to perform and review model validations in accordance with the model risk policy. The incumbent will conduct validations on a diverse range of AGL models, produce validation reports and negotiate findings & actions with inter ...

As an Analyst within the team, the expectation will be to perform and review model validations in accordance with the model risk policy. · ...

+ The role entails the validation of models (Market risk and Treasury Risk), focusing on identifying, mitigating and monitoring of key model risks. · + Validate models to identify potential risks · Negotiate findings with stakeholders · Influence continuous improvement of model q ...

We are looking for an experienced Quantitative Risk Modelling & Validation analyst. The ideal candidate will hold a Bachelor's Degree in Actuarial Science, Mathematics, Statistics or Finance and have at least 4-6 years of experience in Asset and Liability Management or Financial ...

This role involves data analysis, model development, · model validation, · share price forecasting and back-testing of models, · and monitoring of various quantitative risk models used for liquidity · and market risk assessment and FTP.The Junior Analyst will work in a collaborat ...

This is an excellent opportunity to join our team as a Junior Quantitative Risk Modeler Analysist. · ...

The Junior Analyst will work in a collaborative environment that encourages learning and professional growth, interacting with experienced professionals in the fields of risk management and finance. · ...

Responsible for supporting quantitative analysis and balance sheet modelling efforts. This role involves data analysis and model development in a collaborative environment that encourages learning and professional growth. · ...

+Responsible for supporting quantitative analysis balance sheet modelling efforts Funds Transfer Pricing FTP processes within the department. · +Assist in the development of quantitative risk models used for market risk measurement including Value at Risk VaR stress testing scena ...

Responsible for supporting quantitative analysis balance sheet modelling efforts and Funds Transfer Pricing FTP processes within the department This role involves data analysis model development model validation share price forecasting and back-testing of models and monitoring of ...

Are you passionate about credit risk modelling, predictive analytics, and financial regulations? Step into a role where you'll work with some of the most advanced risk methodologies in the market, partnering with top-tier financial institutions and gaining exposure across diverse ...

Job Description · Perform initial and ongoing validations of interest rate risk, earnings at risk, economic capital, stress testing and operational risk models. Think critically and manage Model Risk for the aforementioned models. · Perform initial and ongoing validations of inte ...

· Quantitative Analyst · Minimum Requirements: · Matric (Grade 12) · Advanced Diplomas/National 1st Degrees · 1 year experience in an analytical environment · Post graduate degree in mathematics/statistics/actuarial science/data science · Responsibilities: · Implement and execut ...

We have an exciting opportunity to join our Financial Risk Management business unit. · A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent. · ...

Design, develop and oversee the deployment of new model processes and any changes to the existing model processes. · ...