Quantitative Analyst Full Time

An industry-leading company in Johannesburg is seeking the expertise of an experienced Quantitative Analyst to join their team of professionals.

Key Purpose

To develop, manage and monitor advanced and relevant predictive models, to provide advanced analytical support to business units, to critically analyze and advise the business on data-driven value adds, and create and maintain accurate data, dashboards, and management reports.

Key Outcomes

1. Model Development
   • Development of new predictive models in line with business requirements.
   • Successful deployment of predictive models.
   • Engagement with key stakeholders around business requirements for models
2. Model Management
   • Manage monthly monitoring and regular updates of existing predictive models.
   • Prepare analysis/commentary for model management meetings.
   • Reporting to 3rd party funders on model management.
   • Ensure the model management process is conducted according to the policies defined.
   • Interrogate existing models and identify possible red flags
   • Research the latest model-building methodologies
3. Data Analytics to support business needs
   • Ad-hoc analytics/data science projects as required by business
   • Monthly analysis of key credit risk areas (loss control/credit)
   • Assist in building the Data science capabilities of the analytics team
   • Proactive business engagement to understand the analytical requirement
   • Proactive feedback to the business on value-added data-driven analytics
   • Automation
4. Data development and maintenance
   • Assist and advise on creating and maintaining data in an optimal manner

Requirements:

• BSc Mathematics
• CFA is advantageous
• Minimum 5 years of quantitative experience
• Strong and proven modelling skills
• IFRS9 Modelling experience
• Quantitative analysis and research
• Python advantageous

​RPO is a Specialist Recruitment Agency that focuses on providing candidates and clients with unique recruitment solutions specifically tailored to their needs.

We focus on helping you reach your personal and professional goals by connecting you to your perfect career path.

To apply for this role please visit the RPO recruitment website: rporecruitment.us or connect with our consultant: Robyn Andreka or Kate Dunton on LinkedIn regarding this vacancy. Alternatively email us at the email address below: Financialcareers@rpo-recruit.za.com