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Senior Quantitative Analyst
IQ Business Group
South Africa, Johannesburg
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Job DescriptionIQbusiness is a leading independent management consulting firm.We are looking for someone to join our Data & Analytics Capability team that has experience in predictive analytics or providing analytical inputs into financial and risk models.We are primarily looking for Quantitative Analysts who are able to programme in R, however SAS, SQL, VBA and Python will also be considered. The role of this Analyst is to utilise his quantitative skills to develop and implement models and analytical solutions for our clients. The bulk of the work is typically within the banking and insurance industries and more specifically within the credit domain.Skills & Competency:Forecasting techniques in RSegmentation and cohort analysisRegression analysisHypothesis testingEstimation and correlation analysisDuties and Responsibilities:Development, implementation and optimisation of credit and operational risk models (Basel II regulatory capital models, impairments)Development and implementation of various quantitative models for clients in the banking and insurance industriesCredit risk and operational risk evaluation, including qualitative and quantitative approaches, as well as modelling, analytics, and forecastingData mining, scrubbing, cleaning, mapping and analysis using SAS, SQL, VBA, Python and R skillsCompilation of model build and business requirement documentationCreation of MIS dashboards with advanced insightsDevelopment and implementation of solutions to monitor the performance of existing modelsInnovative first-principles model building and automation of processes Education & Qualifications:Completed Mathematical and/or statistical related DegreeTwo-five years quantitative analysis or modelling experienceCompetent in SAS, SQL or VBAIdeally a Credit Risk or Financial risk backgroundBanking or financial exposure preferable Knowledge:Regulatory landscapeImplementation and automation of modelsUnderstanding of credit life cycleBanking knowledge and exposureMarket Risk and Financial Modelling knowledgeData mining and analytics / StatisticsGeneral business and process knowledgePlease Note:As all IQbusiness roles require honesty in the handling of or access to cash, finances, financial systems, or confidential information; our recruitment process requires that the following background checks be completed: credit, criminal, ID, and qualification verification.IQbusiness is committed to sustainable growth and transformation, we embrace diversity and employ previously disadvantaged individuals.#J-18808-Ljbffr
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