Senior Quantitative Analyst

SUMMARY:
Job Description:

• To provide business analysis, report extraction, and automation engineering support for the Credit Risk Regulatory Reporting Stabilisation Project (CRS Project), which includes enhancements across input data, RWA calculations, automated controls, and business processes
• To support the implementation of the ‘IFRS 9 Supplementary Information Schedule (IFRS 9 Schedule)’ that will be submitted to the South African Reserve Bank Prudential Authority (SARB PA) Monthly

POSITION INFO:
Skill Requirements:

• Business analysis: map current processes, identify better solutions, implement solutions where possible (data extraction and simple office automation), spec solutions that require IT support, documentation, testing, change management
• Data engineering: the ability to extract and transform data, create data-stores, define reports, and automate data processes using SAS and SQL
• IT specialist: ability to understand and document system architecture and process flows
• Problem-solving skills, with experience in improving processes to achieve efficiency and effectiveness
• Automation: ability to automate repetitive tasks
• Execution skills: able to design and implement effective and efficient solutions within tight deadlines
• Credit Risk, especially calculation of credit RWA
• Act Regulations and Returns, especially asset classes
• Financial reporting and reconciliations
• Banking IT systems
• Excellent communication skills.
• Proactive, self-starting, and forward-looking: the ability to identify and resolve blockers, and drive results in a collaborative, constructive manner