Quantitative Analyst : Treasury
Capitec Bank Ltd.Stellenbosch, Western Cape, South Africa1 day ago
Job descriptionHonours Degree with 4 - 6 years’ experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial modelling. OR Masters Degree with 3 – 5 years’ experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial modelling. Honours Degree in Mathematics or Statistics Masters Degree in Mathematics or Statistics Advanced statistical analysis Advanced financial mathematics Function / business specific principles (for example, credit pricing or provisioning) Relevant legislation and regulatory frameworks (for example, Basel, IFRS 9) Impact of the economic, operating and regulatory environment on financial and pricing strategies Monitoring / measuring framework development and execution. Credit pricing or provisioning principles, standards, methodologies, frameworks and best practices. Analytical Skills Attention to Detail Communications Skills Computer Literacy (MS Word, MS Excel, MS Outlook)
Responsibilities
- To embed, optimise and maintain the accuracy of complex pricing or financial frameworks and all related models through :
- Assuming full ownership for the design, development, testing, implementation and maintenance of complex existing and new pricing or financial models for a business function / area
Experience
Minimum :
Ideal :
Qualifications (Minimum)
Qualifications (Ideal or Preferred)
Knowledge
Minimum :
Ideal :
Skills
Capitec Bank is an authorised financial services provider (FSP 46669) and registered credit provider (NCRCP13). Capitec Bank Limited Reg. No : 1980 / / 06
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Quantitative Analyst • Stellenbosch, Western Cape, South Africa
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