Quantitative Analyst
Job Description
Select how often (in days) to receive an alert:
- 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
- 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
Minimum:
- Honours 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.
Ideal:
Qualifications (Minimum)- Honours Degree in Mathematics or Statistics
- Masters Degree in Mathematics or Statistics
Minimum:
- 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
Ideal:
- 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)
Capitec Bank is an authorised financial services provider (FSP 46669) and registered credit provider (NCRCP13). Capitec Bank Limited Reg. No: 1980/003695/06
About This Role
Career insights for Financial Quantitative Analysts positions