Specialist: Quantitative Analyst

About

Description

The primary focus of the role is to source, facilitate, assess and code relevant model risk monitoring data as agreed according to requirements specifications. Where required review and improve already existing code to see that it is fit for purpose, efficient and optimized to ensure that that the code performs effectively. The role incumbent needs to actively manage the portfolio of models allocated to her/him in collaboration with the Team Lead for Model Monitoring enablement as well as relevant other role players

Responsibilities

• Data Management & Monitoring
• Model Monitoring Support
• Automation & Process Improvement
• Portfolio & Task Management

Qualifications

• Bachelor's Degree or Advanced Diploma in one of the following fields: Mathematics,Statistics,Computer Science,Physics,Engineering,Life Sciences (if quantitative-based)
• Technical Skills:Advanced SAS programming (must-have)
• Experience:Experience working with model monitoring or credit risk models (capital or impairment)

Application instructions:

• Apply Now