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Specialist: Quantitative Analyst at Absa Bank - ApplyBlast

Specialist: Quantitative Analyst

Absa Bank

3 months ago

3.7 on Glassdoor

Johannesburg, South Africa

Hybrid

Full Time

Junior

0 applicants

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About this role

A quantitative analyst at Absa Bank develops and maintains regulatory capital and IFRS9 models to support product development and service delivery. The role involves statistical analysis, model governance, and stakeholder engagement to ensure methodologies meet internal policies and external regulations. Candidates will enhance existing models, validate data quality, and communicate technical impacts to business units and regulators.

Responsibilities

Develop and implement IFRS9 and regulatory capital models using sound statistical methodologies
Enhance and refresh existing models by incorporating forecasted macro-economic factors
Validate model build data quality and complete statistical analysis for accuracy
Ensure compliance with Model Risk Governance requirements and relevant regulations
Engage stakeholders to communicate model impacts, methods, and data drivers