Senior Quantitative Analyst

Johannesburg, Gauteng, South Africa

Job Description


Position Overview:

We are actively seeking a Senior Quantitative Analyst (6-month contract) to play a key role in the Credit Risk Regulatory Reporting Stabilisation Project (CRS Project) and the implementation of the 'IFRS 9 Supplementary Information Schedule (IFRS 9 Schedule).' As a leading financial institution, we are committed to enhancing our credit risk regulatory reporting processes and ensuring compliance with the highest standards.

Key Responsibilities:

  • CRS Project: Utilize your expertise in business analysis, solutions design, process improvement, and automation to enhance credit risk regulatory reporting within the Group Credit Risk (GCR) function.
  • Lead efforts to improve automation, system coding, data quality, and controls, contributing to the efficiency and effectiveness of credit RWA calculations and regulatory reporting across the group.
  • IFRS 9 Schedule: Innovate and implement practical, efficient, and automated solutions to generate the IFRS 9 Schedule for submission to the South African Reserve Bank Prudential Authority (SARB PA).
  • Collaborate with stakeholders, conduct data engineering, and ensure quality assurance checks to deliver the optimal solution.
  • Business Analysis: Strong ability to map processes, identify improvements, and implement solutions, including data extraction and office automation. Proficiency in documentation, testing, and change management.
  • Data Engineering: Skilled in data extraction and transformation, data-store creation, report definition, and automation using SAS and SQL.
  • IT Specialist: Capable of understanding and documenting system architecture and process flows.
  • Problem-Solving: Proven experience in optimizing processes for enhanced efficiency and effectiveness.
  • Automation: Ability to automate repetitive tasks.
  • Execution Skills: Proficient in designing and implementing effective solutions within tight deadlines.
  • Banking Experience: Strong background in Credit Risk, Banks Act Regulations, Financial Reporting, and Banking IT Systems.
  • Communication: Excellent communication skills.
  • Proactive & Collaborative: Self-starting, forward-looking, and adept at identifying and resolving blockers collaboratively.
  • Join our dynamic team and be a driving force in shaping the future of credit risk regulatory reporting. Apply now to accelerate your career in a supportive and innovative environment.
  • [Company Name] is an equal opportunity employer and values diversity. We encourage applications from candidates of all backgrounds and experiences.

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Job Detail

  • Job Id
    JD1268481
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Johannesburg, Gauteng, South Africa
  • Education
    Not mentioned