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Specialist: Quantitative Analyst at Absa Bank - ApplyBlast

Specialist: Quantitative Analyst

Absa Bank

4 months ago

3.7 on Glassdoor

Johannesburg, South Africa

Onsite

Full Time

Junior

0 applicants

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About this role

An Associate/Analyst Quantitative Modelling role at Absa Bank develops and enhances regulatory capital and IFRS9 models using sound statistical analysis and SAS coding. The position involves model documentation, risk governance compliance, impact analysis, and stakeholder engagement across business units and regulators. This technical role ensures models are accurately built, implemented, and aligned with internal risk policies and external regulations.

Responsibilities

Develop IFRS9 and regulatory capital models using sound methodologies
Enhance and refresh existing quantitative models with statistical analysis
Ensure full compliance with model risk governance policies and regulations
Communicate model impacts and updates to key business stakeholders
Document model build details and assist in model implementation testing

Skills

Qualifications

Bachelor Honours in Actuarial ScienceBachelor Honours in Applied MathematicsBachelor Honours in StatisticsBachelor Honours in MathematicsBachelor Honours in Business Management and Informatics