IFRS9 Quantitative Analyst

Job Listing No: 9740000

IFRS9 Quantitative Analyst

e-Merge IT Recruitment – Johannesburg, Gauteng – Great opportunity just in at a leading bank. IFRS9 Quantitative Analyst is required to join a dynamic team and support the Quants IFRS 9 team in driving IFRS 9 impairment analytics. You will contribute to the creation of a Capital and Stress-Testing framework and implementation strategy on bank’s SAS IFRS 9 solution. Required: – Honours degree in Statistics/Mathematics/Econometrics/Finance or related quantitative discipline. Ideal experience required with the following (not essential): – Basel II, III and South African Regulations – Knowledge of legislative requirements for regulatory credit capital models under the AIRB approach – Statistical and financial modelling skills – Knowledge of IFRS 9 Financial Instruments standard for the calculation of credit impairments is an advantage – Understanding of credit modelling and rating process – Ability and experience in conducting independent research and compiling feedback thereof at an appropriate level for the target audience – MS Office … – Permanent – Full-time

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