Senior Quantitative Analyst

Website Nedbank

Job Description:

To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management and/or attainment of strategic objectives.

Job Responsibilities:

  • Implement R&D to ensure that Nedbank’s AMA modelling processes, tools and methodologies remain relevant and appropriate for consumption
  • Engage various stakeholders (including senior management) on all matters pertaining to the AMA model
  • Provide timeous and high-quality reporting to all our stakeholders including governance committees, senior management and regulators
  • Ensure full compliance to the regulatory AMA certification requirements
  • Ensure quality of all the AMA model components through engagement with 2nd and 3rd line of defence and processing of review outcomes thereof
  • Implement RDARR / EDP requirements for the AMA model and BA 400 return
  • Develop, implement all reporting related to AMA modelling with a focus on automation

Job Requirements:

  • Microsoft Office
  • Advanced Diplomas/National 1st Degrees
  • Familiarity with regulatory requirements related to operational risk.
  • Bachelor’s degree in Mathematical Statistics, Pure/Applied Mathematics, Actuarial Sciences or related field (Master’s degree is a plus).
  • Industry trends
  • Principles of project management
  • 3-5 years relevant experience in an analytical environment
  • Relevant regulatory knowledge

Job Details:

Company: Nedbank

Vacancy Type: Full Time

Job Location: Johannesburg, Gauteng, South Africa

Application Deadline: N/A

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