Senior Quantitative Analyst

at Robert Walters
Location Durban, South Africa
Date Posted Jun 12, 2020
Category IT Jobs
Job Type Full-time

Description

  • A rarely available Senior Quantitative Analyst role has just become available at a financial service company based in Durban. Role Purpose: * The key role of the position will be to develop and manage advances predictive models, provide key data driven solutions and support to business and working with IT to manage all data requirements.

    Responsibilities:

    • Development of new predictive models
    • Ad-hoc analytics / data science projects as required by business
    • Meet with business unit to discuss their data driven requirements
    • Critically assess and proactively advise business on data driven recommendations
    • Monthly analysis on key credit risk areas (finance, credit, collections)
    • Prepare analysis/commentary for model management meetings
    • Assist and advise on creating and maintaining data in the optimal manner
    • Assist in building the Data science capabilities

    Experience and Qualifications:

    • Master’s Degree in Statistics/Mathematics
    • Honours Degree in Statistics/Mathematics
    • Must 4-7 years’ experience in scoring system development and credit risk analytics (retail) – 2 of which at senior level
    • Experience in finance and financial modelling
    • Must have coding (R, Python, SAS), SQL and Visualisation (Shiny, R markdown, Excel)
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