Quantitative Analyst: Treasury at Capitec Bank

Purpose Statement

• To embed, optimise and maintain the accuracy of complex pricing or financial frameworks and all related models through:
• Assuming full ownership for the design, development, testing, implementation and maintenance of complex existing and new pricing or financial models for a business function/area

Experience
Minimum:

• Honours Degree with 4 - 6 years’ experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial modelling.
• OR Masters Degree with 3 – 5 years’ experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial modelling.

Ideal:

• Capitec experience

Qualifications (Minimum)

• Honours Degree in Mathematics or Statistics

Qualifications (Ideal or Preferred)

• Masters Degree in Mathematics or Statistics

Knowledge
Minimum:

• Forecasting / budgeting
• Advanced statistical analysis
• Advanced financial mathematics
• Function / business specific principles (for example, credit pricing or provisioning)
• Relevant legislation and regulatory frameworks (for example, Basel, IFRS 9)
• Impact of the economic, operating and regulatory environment on financial and pricing strategies

Ideal:

• Monitoring / measuring framework development and execution.
• Credit pricing or provisioning principles, standards, methodologies, frameworks and best practices.

Skills

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