Friday, November 2, 2018

Quantitative Analyst Jobs At Nedbank In Johannesburg Available For Graduates, Apply Now

Quantitative Analyst Johannesburg, ZA Nedbank Recruiting

Job Purpose
To be actively involved in the development and roll-out of a group-wide bottom-up stress testing capability leveraging of IFRS9 and BCBS239 programs. To assist in the continued development and maintenance of the top-down stress testing model and process.

Job Responsibilities
    Top-down model process and results
    Insightful reporting from output of the top-down model in terms of stress and scenario testing on a quarterly basis to the Group Asset and Liability and Executive Risk Committee (ALCO), CEO report, and Group Risk and Capital Management Committee (GRCMC).
    Perform stress and scenario testing annually during the 3 year planning process for Nedbank.
    Consider additional relevant, value-add and topical stress testing scenarios during the year to include in ALCO reporting and finally in the annual ICAAP.
    Perform benchmarking against international stress testing exercises as and when they become public, extracting value adding insights.
    Perform “deep dives” into specific portfolios to identify value creating/value destroying segments.
    Stay abreast of best practice/international developments in stress and scenario testing, analytics and reporting.
    Maintain strong collaboration and teamwork within BSM, Group Risk, Group Finance, clusters and business units.
    Developing new bottom-up stress testing methodologies in line with BCBS239 principles.
    Development of new stress testing methodologies.
    Implementation of new methodologies.
    Running the model quarterly and on an ad-hoc bases.
    Reporting model results to relevant risk committees.

Essential Qualifications - NQF Level

    Advanced Diplomas/National 1st Degrees

Preferred Qualification

Post graduate degree in Statistics/Mathematics,  CFA/ FRM/CQF

Type of Exposure
    Conducting root cause analysis
    Analysing situations or data that requires an in depth evaluation of multiple factors
    Developing ways to minimize risks
    Influencing stakeholders to obtain buy-in for concepts and ideas
    Sharing information in different ways to increase stakeholders understanding
    Executing strategy
    Working with a group to identify alternative solutions to a problem
    Interacting with diverse people
    Building and maintaining effective relationships with internal and external stakeholders
    Analysing and interpreting quantitative and qualitative data
    Interacting with various levels of management
    Managing multiple projects

Minimum Experience Level

Technical / Professional Knowledge
    Business Acumen
    Industry trends
    Microsoft Office
    Principles of project management
    Relevant regulatory knowledge
    Relevant software and systems knowledge
    Risk management process and frameworks
    Business writing skills
    Microsoft Excel
    Quantitative Skills

Behavioural Competencies
    Applied Learning
    Earning Trust
    Stress Tolerance
    Driving for results
    Continuous Improvement
    Technical/Professional Knowledge and Skills


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