Current jobs related to Senior Quantitative Analyst - Johannesburg, Gauteng - Nedbank
-
Quantitative Risk Analyst
15 hours ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeQuantitative Analyst Job DescriptionNetwork Recruitment is seeking a highly skilled Quantitative Analyst to join their team. As a Quantitative Analyst, you will be responsible for developing and implementing quantitative models for risk management, pricing, and forecasting.Key Responsibilities:Develop and maintain quantitative models for risk management,...
-
Quantitative Analyst
3 weeks ago
Johannesburg, Gauteng, South Africa Starbucks South Africa Full timeAbout the Quantitative Analyst Position We are seeking a talented Quantitative Analyst who will assist in evaluating extensive datasets to uncover insights and enhance our operational efficiency. You will develop analytical tools to derive significant business intelligence, assess trends, and support informed decision-making. The ideal candidate will possess...
-
Quantitative Analyst III
2 weeks ago
Johannesburg, Gauteng, South Africa FirstRand Bank Limited Full timeAbout the RoleWe are seeking a highly skilled Quantitative Analyst to join our team at FirstRand Bank Limited. As a Quantitative Analyst, you will be responsible for planning, building, optimizing, and implementing innovative quantitative analytical methodologies, procedures, products, and advanced mathematical models that provide analytical support and...
-
Quantitative Risk Analyst
15 hours ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeSenior Valuation and Risk AnalystAs a key member of our team at Network Recruitment, we are seeking a highly skilled Senior Valuation and Risk Analyst to lead high-profile projects and develop talent within our team. This role requires delivering results-driven solutions to meet stakeholder and regulatory expectations.Key Responsibilities:Collaborate with...
-
Quantitative Credit Analyst
15 hours ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeQuantitative Credit and Impairments AnalystWe are seeking a talented Quantitative Credit and Impairments Analyst to support the development of impairment and regulatory type models, perform monthly portfolio monitoring, and source, consolidate, and analyze large data sets.Key Responsibilities:Support the development of impairment and regulatory type models,...
-
Quantitative Credit Analyst
15 hours ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeQuantitative Credit and Impairments AnalystWe are seeking a talented Quantitative Credit and Impairments Analyst to support the development of impairment and regulatory type models. The successful candidate will have a strong background in statistics, mathematics, or a related field, and experience in credit risk modeling and analysis.Key...
-
Senior Quantitative Analyst
2 weeks ago
Johannesburg, Gauteng, South Africa Nedbank Full timeJob SummaryWe are seeking a highly skilled Senior Quantitative Analyst to join our team at Nedbank. As a key member of our risk management team, you will be responsible for developing and maintaining best practice models and assessment strategies to facilitate world-class risk management and attainment of strategic objectives.Key ResponsibilitiesReporting...
-
Quantitative Investment Strategist
3 weeks ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeAbout the RoleWe are seeking a highly skilled Quantitative Analyst to join our team at Network Recruitment. As a key member of our investment team, you will be responsible for developing and implementing advanced quantitative models to inform our investment strategies.Key ResponsibilitiesDevelop and implement advanced quantitative models to inform investment...
-
Quantitative Investment Analyst
15 hours ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeJob DescriptionNetwork Recruitment is seeking a highly skilled Quantitative Investment Analyst to join our team.Key Responsibilities:Develop and implement machine learning algorithms to drive investment decisions.Clean and manipulate large datasets to inform investment strategies.Conduct data mining to identify trends and opportunities.Collaborate with...
-
Senior Quantitative Business Analyst
2 weeks ago
Johannesburg, Gauteng, South Africa Isilumko Staffing Full timeJob Summary:We are seeking a highly skilled Senior Quantitative Business Analyst to join our team at Isilumko Staffing. As a key member of our Credit Risk Regulatory Reporting Stabilisation Project, you will be responsible for providing business analysis, report extraction, and automation engineering support.Key Responsibilities:Business Analysis: Conduct...
-
Quantitative Risk Manager
1 week ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeAbout the RoleWe are seeking an experienced Quantitative Analyst to contribute to our analytical excellence in managing and mitigating financial risks. As a key member of our team, you will apply your expertise in quantitative analysis and impairments to develop models and strategies that enhance our financial decision-making processes.Key...
-
Quantitative Credit Analyst
2 weeks ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeNetwork Recruitment is seeking a talented Quantitative Credit and Impairments Analyst to contribute to the development of credit risk strategies and overall success of a leading insurance company. Key responsibilities include supporting the development of impairment and regulatory type models, performing monthly portfolio monitoring, and sourcing and...
-
Quantitative Risk Analyst
4 days ago
Johannesburg, Gauteng, South Africa Boardroom Appointments Full time{"title": "Quantitative Analyst Role", "description": "Job SummaryWe are seeking a highly skilled Quantitative Analyst to join our team at Boardroom Appointments. As a key member of our organization, you will be responsible for implementing and executing on MRM to the Power of N model management of the future.Key ResponsibilitiesAssessing the level of...
-
Quantitative Risk Analyst
6 days ago
Johannesburg, Gauteng, South Africa Boardroom Appointments Full time{"title": "Quantitative Analyst", "description": "Job SummaryWe are seeking a highly skilled Quantitative Analyst to join our team at Boardroom Appointments. As a key member of our organization, you will be responsible for implementing and executing on MRM to the Power of N model management of the future.Key ResponsibilitiesAssessing the level of aggregate...
-
Quantitative Investment Analyst
3 weeks ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeJob Description**About the Role**We are seeking a highly skilled Quantitative Investment Analyst to join our team at Network Recruitment. As a key member of our team, you will be responsible for analyzing and interpreting complex financial data to inform investment decisions.Key ResponsibilitiesData Analysis: Conduct in-depth analysis of financial data to...
-
Quantitative Analyst
3 weeks ago
Johannesburg, Gauteng, South Africa Nedbank Full timeJob SummaryNedbank is seeking a highly skilled Quantitative Analyst to join our team in Johannesburg. As a Quantitative Analyst, you will be responsible for validating credit risk models and processes to ensure regulatory compliance and best practice.Key ResponsibilitiesValidate credit risk models and processes to ensure accuracy and compliance with...
-
Quantitative Finance Specialist
3 weeks ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeAbout the RoleWe are seeking a highly skilled Quantitative Analyst to join our team at Network Recruitment. As a leading recruitment agency, we specialize in connecting top talent with exciting career opportunities.Key ResponsibilitiesDevelop and Implement Quantitative Models: Design, build, and maintain complex mathematical models to analyze and manage...
-
Quantitative Risk Analyst
7 days ago
Johannesburg, Gauteng, South Africa Boardroom Appointments Full timeQuantitative Analyst Job DescriptionBoardroom Appointments is seeking a highly skilled Quantitative Analyst to join our team. As a key member of our organization, you will be responsible for implementing and executing on MRM to the Power of N model management of the future.Key Responsibilities:Model Risk Management: Assessing the level of aggregate model...
-
Quantitative Credit Risk Analyst
2 weeks ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeNetwork Recruitment is seeking a talented Quantitative Credit and Impairments Analyst to contribute to the development of credit risk strategies and overall success of a leading insurance company. Key responsibilities include supporting the development of impairment and regulatory type models, performing monthly portfolio monitoring, and sourcing and...
-
Quantitative Credit Risk Analyst
1 week ago
Johannesburg, Gauteng, South Africa Network Recruitment Full timeNetwork Recruitment is seeking a talented Quantitative Credit and Impairments Analyst to contribute to the development of credit risk strategies and overall success of a leading insurance company. Key responsibilities include supporting the development of impairment and regulatory type models, performing monthly portfolio monitoring, and sourcing and...
Senior Quantitative Analyst
3 months ago
Requisition Details & Talent Acquisition Contact
- REQ: Tshego Semenya
Cluster - Group Risk
Career Stream - Quantitative
Leadership Pipeline
- Manage Self: Professional
Position
- Senior Quantitative Analyst
Job Purpose - The incumbent will contribute to a team which specialises in
- The development, implementation and support of bestpractice credit risk stress and scenario testing and loss forecasting models across both impairment and capital landscapes incl. frameworks and processes;
- The use of these to inform strategy, planning and risk appetite
- Ownership of the Groupwide IFRS9 methodology and be involved with updating these with changes when relevant.
- Involvement in an advisory role to the business units specific to credit risk modelling for impairments and capital
- Ownership of the Group Fair Value model, incl. efficiencies in an operational sense
- Collaborative work across the rest of Group Risk Analytics where required
Responsibilities:
- In serving these objectives this role calls for substantial and endtoend involvement in the delivery of loss forecasting for Nedbank, from both an IFRS 9 and a Basel perspective. Key responsibilities in this regard include
- Staying abreast of the various IFRS 9 modelling methodologies across retail and wholesale products, and contributing to the development of methodological aspects of loss forecasting and credit risk stress testing
- Conducting independent credit risk stress testing related research and using it as input into proposals and strategies
- Staying abreast of regulatory guidance and international best practice as it relates to credit risk stress testing (impairments as well as capital), and implementing these in Nedbank's own frameworks and processes
- Taking ownership of the IFRS 9 loss forecasting and Credit RWA framework and keeping it up to date as the methodology evolves
- Developing, in collaboration with the relevant BU stakeholders, effective implementations of this framework: that is, best practice, loss forecasting and credit stress and scenario testing models and capabilities
- Engaging with various stakeholders across the organisation (including risk and finance) to discuss methodological aspects, business assumptions and results from the loss forecasting work stream
- Interrogating business' forecast assumptions (e.g. new business volumes and risk profiles) to ensure high quality of overall forecasts
- Identifying and fleshing out use cases for IFRS 9 and Basel loss forecasting: leveraging this infrastructure into insightful analytics that deliver value for Nedbank
- Alongside the loss forecasting function, the team also plays a more general role in Nedbank's IFRS 9 and credit risk analysis and reporting infrastructure, and the incumbent's responsibilities along these lines would include
- Staying abreast of Basel and IFRS 9 methodologies across the Bank; contributing to the corresponding governance processes
- Ad hoc analyses on IFRS 9 models, as well as on overall impairment calculations, for both wholesale and retail portfolios
- Development, implementation and support of models for other credit risk metrics, coherent with Nedbank's IFRS 9 and Basel frameworks (e.g., fair value, earnings at risk)
- Supporting input into Nedbank Group's strategic planning process and assisting with recommendations on credit strategy through insightful analysis
- Supporting the enhancement of internal credit risk reporting capabilities more generally
- More generally, the incumbent is expected play a senior role in the broader team, with responsibilities that include
- Conceptualisation, planning and execution of cooperative projects
- Mentorship and development of junior team members
- Involvement/Assistance in Active Credit portfolio management where required
Outputs / deliverables (main items)
- Highquality stress testing and loss forecasting models
- Other Grouplevel models estimating credit risk (e.g., Group fair value)
- Active use of stress testing & scenario to analyse and inform credit risk strategy and risk appetite
- Involvement across the credit risk landscape within Nedbank from an advisory and technical standpoint.
- Active use of stress and scenario testing in Group Risk to better manage risk
- Minimum Experience Level 5+ years relevant experience in an analytical environment, e.g. stress testing, loss forecasting, Basel or IFRS9 modelling, or pricing
Essential Qualifications - NQF Level
- Advanced Diplomas/National 1st Degrees
Preferred Qualification
- Post graduate degree in Statistics/Mathematics, CFA/ FRM/CQF
Technical / Professional Knowledge
- Industry trends
- Microsoft Office
- Principles of project management
- Relevant regulatory knowledge
- Relevant software and systems knowledge
- Risk management process and frameworks
- Business writing skills
- Microsoft Excel
- Business Acumen
- Quantitative
Disclaimer
**_Please contact the Nedban