Consultant Quantitative Analyst Jobs in South Africa at The IQ Business Group

  Job Title : Consultant: Quantitative Analyst

Job Description
• Development, implementation, optimisation and calibration of risk management models
(Basel II regulatory, capital models, scorecards) for clients
• Compilation of model build and business requirement documentation
• Development and implementation of various models for clients across different sectors and industries
• Optimising current SAS code frameworks, or competent in SQL or VBA
Job Requirements
What do you need?

• Mathematical related degree
• At least 4-7 years quantitative analysis or modelling experience
• Competent in SAS, SQL or VBA skills
• Credit risk, Pricing or Data Mining background

Who should apply?

This role should be performed by a person with the following abilities and experience:
• Building credit risk scorecards
• Basel II Regulatory capital models
• Building of fraud models
• Solvency II implementation
• Understanding of credit life cycle
• Self-Starter that takes initiative
• Banking knowledge and exposure
• Ability to adapt to different client environments, quickly learn new methodologies and practices
• Must be able to document methodologies and communicate and explain concepts clearly to stakeholders
• Commitment to quality
• Commitment to customer satisfaction
• Commitment to integrity, authenticity and organisational values


To Apply:

http://www.iqgroup.com/africa/careers/

Deadline: 31st August 2012