FNB Vacancies Polokwane – Quantitative Analyst

Website FNB

Job Description:

To build, optimise and implement innovative quantitative analytical methodologies, procedures, and advanced mathematical models that provide analytical support and interpret insights, to address business opportunities and problems and implement business strategy, under guidance against predicted results and deliver according to set processes and procedures

Job Responsibilities:

  • 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
  • Participate in utilisation, refinement and enhancement of statistical models and data analysis to inform decision making and address business needs
  • Demonstrate teamwork as a valued team player
  • Build and maintain stakeholder relationships
  • Participate in the delivery of value add outputs across the analytics value chain in delivery of business strategy
  • Comply with relevant statutory, legislative, policy and governance requirements and adhere to processes and procedures related to area of specialisation
  • Contribute to innovation by finding faster and more accurate ways of working
  • Address customer needs in order to meet or exceed customer expectations
  • Act responsibly with work related resources to contribute to cost containment
  • Implement localised Analytics strategy to address business needs, under supervision and within set processes and procedures

Job Requirements:

  • Analytics Ops, Agile and SAFe concepts will assist
  • Domain knowledge with regards to financial services: Credit, Pricing, Marketing, CVM, Trading etc.
  • C#/Java, .NET or VBA, Excel
  • Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis)
  • Monte Carlo techniques
  • Calculus (including differential, integral and stochastic)
  • Systematic and discretionary trading practices
  • Data mining and data modelling
  • In accordance with National Credit Act (NCA) candidates applying for this role will require a credit record check.

Qualification & Experience:

  • Experience – 1 to 3 years’ experience in data environment
  • Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and Dimensionality Reduction
  • Minimum Qualification – Relevant Degree in Maths, Stats, Engineering, Computer Science, Econometrics, Physics or Actuarial Science

Job Details:

Company: FNB South Africa

Vacancy Type: Full Time

Job Location: Sandton, Gauteng, South Africa

Application Deadline: N/A

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