Senior Quantitative Analyst at Network Recruitment

Job Purpose:

As an Ambassador for the Actuarial and Quantitative risk niche, I am pleased to announce that one of the biggest financial services companies in South Africa is on the lookout for a Senior Quantitative Specialist to optimize their credit risk and data science function.

Job & Company Description:

The successful incumbent will be responsible to manage quantitative projects with special attention to PD, LGD and EAD model development as well as data analytics. This is the chance of a lifetime to join a highly innovative team and together, disrupt the market whilst working on models that no one has ever seen before! If you want to take your career to the next level and relocate back to KwaZulu-Natal now is your chance!

Job Experience & Skills Required:

• BSc Honours in Mathematics, Statistical or Actuarial Science.
• Minimum 4-6 years of  PD, LGD and EAD model development experience
• Programming experience in SAS non-negotiable
• Previous experience with IFRS9 will count in your favour