Quantitative Analyst - IFRS 9 or Capital (ICAAP) Modelling at Capitec Bank

Purpose Statement


To embed, optimise and maintain the accuracy of complex pricing or financial frameworks and all related models through:
Running and enhancing existing complex pricing and financial models, and building components of new models for a business function.


Experience
Minimum:


Honours Degree with 1 - 3 years' experience in an analytical capacity, working in a dynamic, mathematically complex environment - focusing on financial models.
OR Masters Degree with 0 - 2 years of experience in an analytical capacity, working in a dynamic, mathematically complex environment - focusing on financial models.


Ideal:


Capitec Bank experience


Qualifications (Minimum)


Honours Degree in Mathematics or Statistics


Qualifications (Ideal or Preferred)


Masters Degree in Mathematics or Statistics


Knowledge
Minimum:


Forecasting / budgeting
Advanced statistical analysis
Advanced financial mathematics
Business specific / functional principles (for example, Credit Pricing and Provisioning)


Ideal:


Domain specific knowledge, for example credit pricing or provisioning principles.
Relevant legislation and regulatory frameworks (for example, Basel, IFRS 9).
Impact of the economic, operating and regulatory environment on financial and pricing strategies.


Skills


Analytical Skills
Attention to Detail
Communications Skills
Computer Literacy (MS Word, MS Excel, MS Outlook)
Numerical Reasoning skills