Quantitative Analytics Manager

JVR Software; Johannesburg; Presencial; ZAR 900 000 - 1 500 000; Tempo integral

Resumo da oferta

Industry-leading firm is seeking an experienced Quantitative Analytics Manager to join its Financial Risk Management unit. The role focuses on developing and auditing credit risk models (IFRS9, scorecards) and mentoring junior staff.

You will work with a diverse team from mathematics, statistics, engineering and actuarial backgrounds, applying modern techniques and coding in Python, R and SAS to deliver high-impact client solutions.

Qualificações

• Understanding contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code; experience with SAS, Python, or R.
• Strong organisational and time management skills; able to work in a fast-paced environment with conflicting priorities and deadlines.
• Self-driven and resilient.
• Team player.
• Good presentation and communication skills with the ability to articulate quantitative concepts to both technical and non-technical audiences.

Responsabilidades

• Develop and audit credit risk models (IFRS9, scorecards, etc.).
• Coach and train junior team members.
• Work with a range of quantitative approaches and technologies.
• Collaborate with the Advisory Practice to support client engagements.

Conhecimentos

Statistical techniques in credit risk

Code reading/writing

Organisational/time management

Self-driven/resilient

Team player/communication

Formação académica

Honours or Masters in Quantitative Finance/Math/Statistics

Ferramentas

SAS

Python

R

Descrição da oferta de emprego

An industry-leading firm is currently seeking the expertise of an experienced Quantitative Analytics Manager to join their Financial Risk Management business unit.

Role Description

There is a specialist function within the companys Advisory Practice which has as its main purpose to assist clients with the development and review of often complex statistical models used to quantify financial risks. The Credit Risk & Capital management team is made up of credit risk modellers and analysts from a broad and diverse range of quantitative backgrounds, including mathematics, statistics, engineering and actuarial.

As a Senior Credit Risk Consultant, you will not only have a technical specialist role in the development and auditing of credit risk models (IFRS9, scorecards, etc.) but also be involved in the coaching and training of junior team members. The role offers exposure to a wide range of modelling techniques used by banks ranging from smaller local credit providers to globally systemically important banks. It also provides access to the latest technologies and developments, and you will be able to hone your coding skills in packages like Python, R and SAS.

Skills Required

• Understanding of contemporary statistical techniques and practices in credit risk modelling
• Able to read, interpret and create software code, and ideally some experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)
• Strong organisational and time management skills; able to work effectively in a fast-paced environment with conflicting priorities and deadlines
• Self-driven and resilient
• Team player
• Good presentation and communication skills with the ability to articulate quantitative concepts to both technical and non-technical individuals

Requirements

• A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent.
• Minimum 2 years of relevant experience within a quantitative credit risk-based role
• Some experience of managing, coaching or mentoring junior staff would be an asset

Salary

• Salary: negotiable.
• Our client is offering a highly competitive salary for this role based on experience.