RPO Recruitment's client is looking for a Senior Quantitative Analyst to join their team in Johannesburg. The Senior Quantitative Analyst will be responsible for driving the best practice Model Risk Management (MRM) across the Group in order to facilitate world class risk management.

Responsibilities:

• Provide advisory and support for all clusters, focusing on solution generation and client value
• Participate in expert groups and model technical forums to challenge model builds and enhance solutions
• Identify opportunities to improve business processes, models, and systems
• Contribute to model rationalization initiatives
• Assist with Model Risk ICAAP & Pillar 3 reporting
• Assess aggregate model risk in the Group
• Maintain and enhance the Group Model Risk Management Framework and Level 1 Model Risk policy
• Manage a group-wide model inventory
• Contribute to model risk scoring, materiality assessment, and risk appetite processes
• Assist with Model risk ECap quantification and allocation
• Maintain and enhance SAS MRM
• Build relationships with stakeholders through networking and quality output delivery
• Invest in personal growth and learning for effective role performance
• Share knowledge and industry trends with the team and stakeholders
• Stay updated with developments in the field through training and feedback

• Master's degree in Statistics, Mathematics, Computer Science, or related field
• Minimum 5 years of experience in data analytics
• Strong proficiency in statistical analysis and predictive modeling
• Experience in designing and implementing analytical solutions.
• Ability to work independently and collaborate with cross-functional teams.
• Strong problem-solving and critical thinking skills

• Salary: R850K/yr - R1Mil/yr, salary negotiable
• Training and Development
• Family Leave

If you meet the above requirements and want to make a career-changing move, apply today by either filling in the online application form or emailing your CV to RPO Recruitment at [email protected]

Alternatively, you are also welcome to contact Chelsea Ward on LinkedIn or call her on 021 180 0776.

Please note that correspondence will only be conducted with shortlisted candidates for this position. Should you not hear from us within 3 days, please consider your application unsuccessful.