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Finance - Actuarial Finance Jobs

Economic Capital and Quants Analyst

Job Information
LocationActuary Jobs in Cape Town
SalaryMarket Related
Job TypePermanent
Education• BSc – Preferably honours/ M.Sc
Experience4 – 6 years’ experience with a financial institution servicing institutional clients

Job Description

A vacancy has arisen for an Economic Capital Analyst in one of the Financial Services teams. The Economic Capital team’s primary responsibility is to determine the Economic Capital (ECap) requirements for the company’s shareholder credit portfolios, where the team plays a significant role as a key strategic business partner. The focus is on credit ECap modelling and analysis, process oversight and the development of scoring and valuation methodologies. The team is also responsible for calculating the economic capital requirements for all the other risk types in the company’s proprietary portfolio and to combine this as a total diversified economic capital requirement. The interaction with all facets of the company’s business, and capital team is imperative in order to ensure accuracy of inputs and uses of the ECap model outputs.

Should you meet the requirements for this position, please email your CV to or fax to 086 572 8877. You can also contact Nicole on 031 350 4405.

Correspondence will only be conducted with short listed candidates. Should you not hear from us within 3 days, please consider your application unsuccessful.

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