Senior Quantitative Analyst

Industry: Finance / Job Expires: 2023-06-30 08:22:53 / Location: Gauteng

Purpose

Advanced financial modelling: develop statistical models that can be used to quantify the correlation between risk and overall portfolio dynamics (i.e. migrations, volume/balance transitions between the respective collections states, overall risk emergence, etc.); cash-flow forecasting on existing and expected new sales portfolios. Automation, monitoring and governance checks of models, strategy, budget variances and operational key metrics. 

Minimum requirements

• Honours degree with quantitative subjects.
• 2 year's experience in quantitative/statistical modelling in the financial sector. 
• Working knowledge of financial statements.
• Software: MS Office, with Advanced EXCEL skills, SQL, SAS, PowerBI, Matlab.
• Specialist programming skills in more than one of the technology areas. 

Main duties

• Portfolio Modelling and Simulation.
• Cash-Flow Forecasting.
• Guiding strategy in key business imperatives.
• Reporting, Attending and Presenting at Various Committees.
• Management of Resources.

N.B: By responding to this advert, you consent to Heitha Staffing Group processing your personal information for recruitment purposes and confirm that any personal information has been submitted voluntarily. Applicants will be requested to fill in and sign a POPI Act Consent Form.

Only shortlisted candidates will be contacted. If you have not heard from us in 4 weeks, consider your application unsuccessful.

To apply please send your CV to intern@heitha.co.za and/or intern2@heitha.co.za.