Quantitative Analyst - IFRS 9 or Capital (ICAAP) Modelling

• To embed, optimise and maintain the accuracy of complex pricing or financial frameworks and all related models through:
• Running and enhancing existing complex pricing and financial models, and building components of new models for a business function.

Experience

Minimum:

• Honours Degree with 1 – 3 years’ experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial models.
• OR Masters Degree with 0 – 2 years of experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial models.

Ideal:

• Capitec Bank experience

• Honours Degree in Mathematics or Statistics

• Masters Degree in Mathematics or Statistics

Knowledge

Minimum:

• Forecasting / budgeting
• Advanced statistical analysis
• Advanced financial mathematics
• Business specific / functional principles (for example, Credit Pricing and Provisioning)

Ideal:

• Domain specific knowledge, for example credit pricing or provisioning principles.
• Relevant legislation and regulatory frameworks (for example, Basel, IFRS 9).
• Impact of the economic, operating and regulatory environment on financial and pricing strategies.

• Analytical Skills
• Attention to Detail
• Communications Skills
• Computer Literacy (MS Word, MS Excel, MS Outlook)
• Numerical Reasoning skills

• Clear criminal and credit record