Senior Quantitative Analyst

Senior Quantitative Analyst


Senior Quantitative Analyst

Details : VISA FREE

Location:  Canada & USA

Closing Date:  06-Dec-2022

Requisition Details & Talent Acquisition Contact

REQ 121003 - Michael Charlotte

Job Family

Investment Banking

Career Stream


Job Purpose

The Green Finance Group has a robust top-down financial stress testing macroeconomic model which provides the ability to conduct high level sensitivity analysis and run scenarios quickly to evaluate the impact of changing market dynamics. This enables pro-active and highly responsive management action to mitigate risk during times of stress. Stress testing is a component of Green Finance’s aspiration to be ‘world-class at managing risk’, and it is an evolving process, incorporating the latest international methodologies and standards. The results of stress tests are used to set Green Finance’s risk appetite and limits, to assess whether Green Finance has sufficient capital to absorb losses in each stress scenario, and to represent a set of hypothetical forward-looking outcomes across the Group’s total balance sheet as part of the business planning process. Collaborating and maintaining strong working relationships with the different areas in BSM, Group Risk, Group Finance, Group Economic Unit and front lines businesses are key in ensuring the effective functioning of the Group Stress Testing area. 

Job Responsibilities

  • Drive the continued development and maintenance of the top-down stress testing model and process. This includes:
  • Development and implementation of new stress testing methodologies. 
  • Running the model quarterly and on an ad-hoc basis.
  • Reporting model results to relevant risk committees.
  • Driving the development and documentation of macroeconomic linked models for balance sheet (loans, deposits and equity) and income statement (interest income, interest expense, non-interest income) line items. 
  • Share ownership of and drive the annual Internal Capital Adequacy Assessment Process (ICAAP) by performing “deep dives” into specific portfolios to identify value creating/value destroying segments or other specific risk type or event type scenarios (such as Climate Risk, Reputational Risk, Cyber Security Risk etc).
  • Perform “deep dives” into specific portfolios to identify value creating/value destroying segments or other specific risk type or event type scenarios.
  • Independently staying abreast of best practice/international developments in stress and scenario testing and ensuring that Green Finance’s stress testing approach aligns with best practice

Essential Qualifications - NQF Level

  • Matric / Grade 12 / National Senior Certificate
  • Advanced Diplomas/National 1st Degrees

Formal Qualification

  • Essential: Post graduate degree in Statistics, Mathematics, Computer Science, Engineering, Econometrics.
  • Preferred: MSc with Computer Science, Statistics, Mathematics.

Minimum Experience Level

  • 3-5 years’ experience in a software development or quantitative analyst position.
  • 3-5 years’ programming experience (MATLAB, Python, SAS, SQL, R, EViews) – Essential.

Personal Style and values

  • Must demonstrate a willingness to enhance understanding of current methodologies and models (self-starter).
  • Excellent verbal and written communication skills. Must be able to explain complex and/or technical matters clearly, accurately, and simply. 
  • High levels of resilience, determination, and drive.

Technical / Professional Knowledge

  • Strong analytical and quantitative skills.
  • Excellent programming skills.
  • Excellent presentation skills.
  • Excellent problem-solving skills.
  • Must be able to handle pressure and to operate with relative ease in a dynamic environment.
  • Focus on detail and potential errors, must be methodical and organized.
  • Detail-oriented and self-motivated. 
  • Work hard, smart, productive, business driven, be able to deliver under pressure.
  • Ability to work in a team and engage with senior stakeholders.

Behavioural Competencies

  • Applied Learning
  • Coaching
  • Communication
  • Collaborating
  • Decision Making
  • Continuous Improvement
  • Quality Orientation
  • Technical/Professional Knowledge and Skills


Please contact the Green Finance Recruiting Team at +1 (826) 224 1312

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