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Quantitative Analyst
Absa GroupQuantitative Analyst at Absa Bank developing and implementing quantitative analytics and models. Providing insights and support for financial model governance and stakeholder engagement.
About the role
Key responsibilities & impact- Provide specialist advice and support in the development and implementation of quantitative analytics
- Develop IFRS9 and/or Regulatory Capital models in-house
- Enhance existing models
- Update models based on macro-economic factors
- Perform statistical data analysis
- Produce detailed model build documentation
- Assist model implementation team
- Ensure full governance processes for modelling
Requirements
What you’ll need- Statistics/Mathematics or similar
- Bachelor Honours Degree: Actuarial Science, or
- Bachelor Honours Degree: Applied Mathematics, or
- Bachelor Honours Degree: BMI – Business Management and Informatics, or
- Bachelor Honours Degree: Mathematics, or
- Bachelor Honours Degree: Statistics
- SAS programming proficiency
- 1 - 5 years of experience
Benefits
Comp & perks- N/A 📊 Check your resume score for this job Improve your chances of getting an interview by checking your resume score before you apply. Check Resume Score
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Hard Skills & Tools
Quantitative AnalyticsModel EnhancementStatistical AnalysisModel Implementation SupportGovernance Processes