Purpose Statement
The Quantitative Analyst role uses statistical, mathematical, and financial models to unpack risk based assessments and scenario analyses that supports strategic planning and optimises business performance.
With this translation of advanced analysis to easily understandable insights, the role enables confident, evidence-based decisions and is key to the organisation's ambition to be an insights driven enterprise.
Experience
NB. Length of experience required is conditional on the qualifications obtained
Experience in statistical and / or mathematical model development and deployment incl. Markov chains, runoff triangles, regression, time series, machine learning (neural networks, SVM, random forests etc.), and quantitative analysis (time value of money etc.).
General business know-how: e.g. risk, compliance, operations e.g. NCR, POPIA, SARB, IFRS, Basel
Business analysis and requirements gathering
Working in cloud environments e.g. Azure, AWS and large relational databases
Experience in SQL, R, Python, SAS or similar
Expert functional business area (e.g. Credit / Risk) environment knowledge and experience
Qualifications (Minimum)
Masters Degree in Actuarial Science or Mathematics
Qualifications (Ideal or Preferred)
Honours Degree in Mathematics or Statistics
Knowledge
Deep functional business area (e.g. Credit / Risk) knowledge and experience
Deep understanding of a wide range of statistical and / or mathematical models, including development and deployment principles. This includes, but is not limited to Markov chains, runoff triangles, regression, time series, machine learning (neural networks, SVM, random forests etc.), and quantitative analysis (time value of money etc.).
Best practices for model development and usage such as reusability, reproducibility, continuous monitoring, etc• Financial sector experience
Working with multiple teams to deliver quantitative models into a production environment
Stakeholder management at Executive and senior management level
Capitec Model Governance Process
Skills
Analytical Skills
Attention to Detail
Communications Skills
Computer Literacy (MS Word, MS Excel, MS Outlook)
Numerical Reasoning skills