Senior Quantitative Analyst

2 weeks ago

Johannesburg, Gauteng, South Africa Nedbank Full time

Requisition Details & Talent Acquisition Contact

  • REQ Tshego Semenya
    Cluster
  • Group Risk
    Career Stream
  • Quantitative


 Leadership Pipeline
  • Manage Self: Professional

Position

  • Senior Quantitative Analyst: Model Risk Management
    Job Purpose
  • The incumbent of the role is to assist driving best practice Model Risk Management (MRM) across the Group in order to facilitate world class risk management
    Responsibilities:
  • Implement and execute on MRM to the Power of N
  • model management of the future.
  • Model/methodology advisory and support for all clusters (solution generator, unlock business and client value).
  • Challenge model builds through expert group and model technical forum participation, contribute to the development of differentiated, superior solutions and ensuring best practice.
  • Seek opportunities to improve business processes, models and systems by identifying and recommending effective ways to operate and adding value to Nedbank.
  • Contribution to model rationalisation initiatives.
  • Assisting with Model Risk ICAAP & Pillar 3 reporting.
  • Assessing the level of aggregate model risk in the Group.
  • Maintaining and enhancing the Group Model Risk Management Framework and Level 1 Model Risk policy.
  • Maintenance of a groupwide model inventory across the Nedbank model universe and contributing to the model inventory completeness.
  • Contribute to the model risk scoring, model materiality and model risk appetite processes.
  • Assisting with Model risk ECap quantification and allocation.
  • SAS MRM (Nedbank's digital embodiment of the MRM framework) maintenance and enhancement.
  • Build relationships with stakeholders by networking through targeted and informal interactions and consistent delivery of quality output to build trust.
  • Ensure personal growth and enable effectiveness in performance of roles and responsibilities through formal and informal learning activities and practical experience.
  • Enable skilling and required corrective action to take place by sharing knowledge and industry trends with team and stakeholders during formal and informal interaction.
  • Improve personal capability and stay abreast of developments in field of expertise by identifying training courses and career progression for self through input and feedback from managers.
  • Contribute to a culture conducive to the achievement of transformational goals by participating in Nedbank Culture building initiatives (e.g. staff surveys etc).
  • Minimum Experience Level 35 years model development/ advisory experience in an analytical environment

Essential Qualifications - NQF Level

  • Advanced Diplomas/National 1st Degrees
  • Professional Qualifications/Honour's Degree


 Preferred Qualification
  • Post graduate degree in mathematics/statistics/actuarial science/ data science

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
Skills

Disclaimer

_Please contact the Nedbank Recruiting Team at _
- **_Please contact the Nedbank Recruiting Team at _

  • Senior Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Iq Business Group Full time

    Job DescriptionIQbusiness is a leading independent management consulting firm.We are looking for someone to join our Data & Analytics Capability team that has experience in predictive analytics or providing analytical inputs into financial and risk models.We are primarily looking for Quantitative Analysts who are able to programme in R, however SAS, SQL, VBA...

  • Senior Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Job Title: Senior Quantitative Analyst - Credit Risk Assurance Are you a smart, driven, curious and collaborative quantitative analyst? Leverage your deep, technical credit risk knowledge to deliver lasting value in this challenging Group Risk role. You will be exposed to all aspects of credit risk across the Group, and you will provide assurance that the...

  • Senior Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition and Talent Acquisition Consultant DetailsREQ Twanette CoetserPIPELINE ADVERTLocation and ClusterTotal Business Banking and Retail - CDR135 Rivonia Campus, Sandton Career StreamQuantitativeLeadership PipelineManage Self: ProfessionalSenior Quantitative AnalystDeveloping and maintaining cutting-edge models and assessment strategies to drive...

  • Quantitative Analyst Iii

    2 weeks ago

    Johannesburg, Gauteng, South Africa FirstRand Full time

    About us, purpose, experience and qualificationsabout us:purpose: The Quantitative Analyst III is required to plan, build and implement innovative quantitative analytic methodologies, procedures, products and models within a broad framework/principles in order to enhance and inform strategic decisions in the relevant Product House. To provide analytical...

  • Senior Quantitative Analyst

    6 days ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Job Requisition DetailsREQ#134566Location: Johannesburg, South Africa Closing Date: 03 July 2024Talent Acquisition: Bongiwe MchunuJob FamilyInvestment BankingDepartmentQuantitative - Relationship Analytics Leadership PipelineManage Self: ProfessionalFAIS AffectedJob PurposeTo develop and maintain best practice models and assessment strategies in line with...

  • Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Ovations Group Full time

    An opportunity has become available for a Senior Quantitative Analyst to provide business analysis, report extraction, and automation engineering support for the Credit Risk Regulatory Reporting Stabilisation Project (CRS Project), and support the implementation of IFRS 9.Minimum requirements include: Banking experience in Credit Risk especially the...

  • Senior Quantitative Analyst

    6 days ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Job Requisition DetailsREQ#134566Location: Johannesburg, South Africa Closing Date: 03 July 2024Talent Acquisition: Bongiwe MchunuJob FamilyInvestment BankingDepartmentQuantitative - Relationship Analytics Leadership PipelineManage Self: ProfessionalFAIS AffectedJob PurposeTo develop and maintain best practice models and assessment strategies in line with...

  • Senior Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition and Talent Acquisition Consultant DetailsREQ Twanette CoetserPIPELINE ADVERTLocation and ClusterTotal Business Banking and Retail - CDR135 Rivonia Campus, SandtonCareer StreamQuantitativeLeadership PipelineManage Self: ProfessionalSenior Quantitative AnalystJob PurposeTo develop and maintain best practice models and assessment strategies in line...

  • Quantitative Analyst

    4 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition Contact REQ Tshego SemenyaLocation: JohannesburgClosing date: 17 April 2024ClusterGroup RiskCareer StreamQuantitativeLeadership PipelineManage Self: ProfessionalPositionQuantitative AnalystJob PurposeThe validation of the models used for the calculation regulatory and economic capital as well as credit impairments and...

  • Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition Contact REQ Tshego SemenyaLocation: JohannesburgClosing date: 17 April 2024ClusterGroup RiskCareer StreamQuantitativeLeadership PipelineManage Self: ProfessionalPositionQuantitative AnalystJob PurposeThe validation of the models used for the calculation regulatory and economic capital as well as credit impairments and...

  • Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition Contact REQ Tshego Semenya Location: Johannesburg Closing date: 17 April 2024Cluster Group RiskCareer Stream QuantitativeLeadership Pipeline Manage Self: ProfessionalPosition Quantitative AnalystJob Purpose The validation of the models used for the calculation regulatory and economic capital as well as credit...

  • Quantitative Analyst

    4 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition Contact REQ Tshego SemenyaLocation: JohannesburgClosing date: 17 April 2024ClusterGroup RiskCareer StreamQuantitativeLeadership PipelineManage Self: ProfessionalPositionQuantitative AnalystJob PurposeThe validation of the models used for the calculation regulatory and economic capital as well as credit impairments and...

  • Quantitative Analyst

    3 months ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition Contact REQ Tshego SemenyaLocation: JohannesburgClosing date: 17 April 2024ClusterGroup RiskCareer StreamQuantitativeLeadership PipelineManage Self: ProfessionalPositionQuantitative AnalystJob PurposeThe validation of the models used for the calculation regulatory and economic capital as well as credit impairments and...

  • Senior Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition ContactREQ: Tshego SemenyaCluster Group RiskCareer Stream QuantitativeLeadership Pipeline Manage Self: ProfessionalPosition Senior Quantitative AnalystJob Purpose The incumbent will contribute to a team which specialises in The development, implementation and support of bestpractice credit risk stress and scenario...

  • Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Standard Bank Of South Africa Limited Full time

    Quantitative Analyst (Capital and Impairment Model Development)Job Overview Business Segment: Personal & Private Banking Location: ZA, GP, Johannesburg, Baker Street 30 To ensure the optimal development, enhancement, deployment, maintenance and monitoring of impairment models within PPB Capital and Impairment Model Development.Ensure models developed are of...

  • Senior Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition Contact REQ Tshego SemenyaCluster Group RiskCareer Stream Quantitative Leadership Pipeline Manage Self: ProfessionalPosition Senior Quantitative AnalystJob Purpose To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk...

  • Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Palesa Mbali Group Full time

    One of our top client in the banking industry is urgently looking to appoint a Quantitative Analyst, for their Johannesburg branch.This permanent hybrid type role which includes all benefits.This role is to contribute to the development and maintenance of best practice models and assessment strategies in line with regulations (where applicable) to facilitate...

  • Senior Quantitative Analyst

    2 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Number and Talent Acquisition Contact Requisition Number: Location: Sandton, JohannesburgClosing Date: 22 April 2024- Talent Acquisition Contact: Saranya Govender- Job Family- Investment Banking Career Stream QuantitativeJob Purpose- Leadership Pipeline- Manage Self: ProfessionalResponsibilities: Build relationships with stakeholders by...

  • Quantitative Analyst

    1 month ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition ContactREQ Tshego SemenyaLocation: JohannesburgClosing date: 31 May 2024ClusterGroup RiskCareer StreamQuantitativeLeadership PipelineManage Self: ProfessionalPositionQuantitative Analyst: Credit Risk and AnalyticsJob PurposeTo improve the use of credit analytics across Group Risk, aiding in managing the credit...

  • Quantitative Analyst

    4 weeks ago

    Johannesburg, Gauteng, South Africa Nedbank Full time

    Requisition Details & Talent Acquisition ContactREQ Tshego SemenyaLocation: JohannesburgClosing date: 31 May 2024ClusterGroup RiskCareer StreamQuantitativeLeadership PipelineManage Self: ProfessionalPositionQuantitative Analyst: Credit Risk and AnalyticsJob PurposeTo improve the use of credit analytics across Group Risk, aiding in managing the credit...