Senior Quantitative Analyst Control And Ensure Compliance

Job Description

Job ResponsibilitiesBuild and formally present reports by monitoring business performance within the set risk appetite and through analysis.Report to; monitor and advise operational areas to manage trends through analysis for ad-hoc requirements.Manage client expectations by liaising with stakeholders through the model build process as well as the systems and strategy development process.Increase efficiencies through programming and automating processes.Enhance business efficiencies and ensure compliance through formal communications and interacting with external bodies.Challenge model builds from around the cluster through peer review participation and ensuring best practice.Contribute to a culture conducive to the achievement of transformation goals by participating in Nedbank Culture building initiatives (e.g. staff surveys etc).Research and make recommendations for corporate citizenship initiatives in area of influenceParticipate and support corporate responsibility initiatives for the achievement of business strategy (e.g.. Green Strategy).Seek opportunities to improve business processes; models and systems by identifying and recommending effective ways to operate and adding value to Nedbank.Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis; business requirements gathering and designs validation.

Responsibilities + Skills

Advanced Diplomas/National 1st DegreesPreferred QualificationPost graduate degree in Statistics/Mathematics, CFA/ FRM/CQF

Education

Manage access and change control and ensure compliance by creating change logs and restricting/providing access.Take corrective action where risk is identified in any processes; models or reporting; through analysis and formal communication.

Experience

Job Summary

  • Published on: Saturday, 11th July 2020
  • Designation: Senior Quantitative Analyst
  • industry: Finance
  • Vacancy: 1
  • Employment Status: Full-time
  • Job Location: Johannesburg
  • Salary: 0
  • Gender:
  • Application Deadline: Saturday, 11th July 2020

About the Company

  • Company Name: Nedbank Recruiting.
  • Address:
  • Website: https://www.nedbank.co.za/
  • Company Profile:
  • Staying abreast of the various IFRS 9 modelling methodologies across retail and wholesale productsContributing to development aspects of the loss forecasting and stress testing framework and keeping the framework up to date as the methodology evolvesConducting ad hoc analysis on IFRS 9 PD, EAD, LGD and Survival models, as well as overall impairment calculations, for retail as well wholesale-type portfoliosConducting independent credit risk stress testing related research and using it as input into proposals and strategiesEngaging with various stakeholders across the organisation (including risk and finance) to discuss methodological aspects, business assumptions and results from the loss forecasting work stream

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