Senior Quantitative Analyst

2 weeks ago


Johannesburg, South Africa Nedbank Full time

Nedbank, Johannesburg, Gauteng, South Africa Requisition number: Closing Date: 28 November 2025Talent Acquisition: Precious Motlhako Job Purpose To enhance and maintain the models used for the calculation of Credit RWA and IFRS9 impairments for the Retail portfolios. The incumbent will contribute to a team specializing in credit risk. Job Responsibilities Provision of MI, analysis and reporting on monthly capital and impairment results Updates to EAD, PD and LGD models for Basel and IFRS9 purposes Analytics around IFRS9 impairments Analytics around Credit Capital (both RWA and ECAP), including RWA attribution development, ECAP vs. RWA analysis and ECAP optimisation Stay abreast of developments in the field of expertise, ensuring personal and professional growth Understand and embrace Nedbank’s vision and values, leading by example Deliver services to internal client expectations Build internal and external stakeholder relationships Share knowledge and insights with team members Essential Qualifications Matric / Grade 12 / National Senior Certificate Advanced diplomas or a first degree Preferred Qualifications 3‑year qualification in a mathematics-related field such as BSc, Engineering, CFA, FRM, CQF Minimum Experience At least 5 years of relevant experience in an analytical environment Technical / Professional Knowledge Industry trends Microsoft Office and Excel Principles of project management Relevant regulatory knowledge Risk management process and frameworks Business writing skills Quantitative skills Business acumen Behavioural Competencies Applied learning Coaching Communication Collaboration Decision making Continuous improvement Quality orientation Professional knowledge and skills Contact Contact the Nedbank Recruiting Team at Seniority Level Mid‑Senior Level Employment Type Full‑time Job Function Research, Analyst, and Information Technology #J-18808-Ljbffr



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