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Quantitative Analyst II

Company

Capitec Bank Ltd.

Location

sandton, gauteng

Type

Full-time

  • 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 gatherin...

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