Quantitative Analyst

2 weeks ago

Johannesburg, Gauteng, South Africa Nedbank Full time

Requisition Details & Talent Acquisition Contact

  • REQ Tshego Semenya
  • Closing date: 7 August 2023
    Cluster
  • Group Risk
    Career Stream
  • Quantitative

Leadership Pipeline

  • Manage Self: Professional

Position

  • 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.
  • Assessing the level of aggregate model risk in the Group.
  • Maintaining 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.
  • Increase efficiencies through digitising risk and automating processes.
  • Enable data visualisation through dynamic and interactive dashboards.
  • 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 1 year 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

  • Business Acumen
  • 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
  • Quantitative
Skills

Disclaimer

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

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