Quantitative Analyst

3 weeks ago


Johannesburg, South Africa Nedbank Full time

Quantitative Analyst Nedbank – Johannesburg, Gauteng, South Africa Job Purpose To build and maintain data pipelines and models that feed into impairment models (IFRS 9), capital adequacy reporting (Basel frameworks), and related risk analytics. The ideal candidate is technically strong in Netezza, SAS, and SQL, understands the banking data environment, and can balance data engineering precision with business understanding. We are searching for a candidate that will act as a bridge between technical teams and finance/risk stakeholders, ensuring data flows are efficient, transparent and RDARR compliant (BCBS239). Job Responsibilities Develop and maintain ETL/ELT pipelines for impairments, capital, and risk reporting. Build data marts and analytical models supporting IFRS 9, Basel III/IV, and internal risk models. Optimize SQL queries and Netezza performance for large financial datasets. Maintain documented, reusable transformation logic. Design and implement data validation checks for completeness and accuracy. Support data lineage and audit requirements for regulatory reporting. Apply strong version control and testing practices. Work closely with Finance, Risk, and Credit Modelling teams. Translate technical outputs into business insights. Act as a subject matter expert (SME) for Netezza and analytics best practices. Provide mentorship on SQL and data modelling. Drive best practices in ELT/ETL development within Netezza, SAS and other tools within the



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