FNB Bank Careers – Quantitative Analyst

Job Description:

Job Responsibilities:

• Contribute to innovation by finding faster and more accurate ways of working
• Participate in utilisation, refinement and enhancement of statistical models and data analysis to inform decision making and address business needs
• Comply with relevant statutory, legislative, policy and governance requirements and adhere to processes and procedures related to area of specialisation
• Address customer needs in order to meet or exceed customer expectations
• Build and maintain stakeholder relationships
• Demonstrate teamwork as a valued team player
• Act responsibly with work related resources to contribute to cost containment
• Contribute to creative business solutions, optimisation of processes and conduct statistical modelling and data analysis to inform strategic decisions, under supervision and within set processes and procedures
• Assess own performance through seeking timely and clear feedback and request training where appropriate

Qualification & Experience:

• Linear algebra and differential equations
• Additional Knowledge – Domain knowledge with regards to financial services: Credit, Pricing, Marketing, CVM, Trading etc.
• Minimum Qualification – Relevant Degree in Maths, Stats, Engineering, Computer Science, Econometrics, Physics or Actuarial Science
• Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis)
• Database management
• C#/Java, .NET or VBA, Excel
• Monte Carlo techniques
• Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and
• Calculus (including differential, integral and stochastic)
• Dimensionality Reduction

Job Details:

Company: FirstRand

Vacancy Type:  Full Time

Job Location: Johannesburg, Gauteng, SA

Application Deadline: N/A

Apply Here

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