Quantitative Analyst

7 months ago


Johannesburg, South Africa Nedbank Full time

**Requisition Details & Talent Acquisition Contact**
- REQ 126599- Tshego Semenya**Cluster**
- Group Risk**Career Stream**
- Quantitative

**Leadership Pipeline**
- Manage Self: Professional

**Position**
- Quantitative Analyst
- Credit Analytics**Job Purpose**
- To enhance the effective use of credit analytics across Group Risk through enhancing the Group’s ability to manage the credit portfolio more actively, assisting to optimise the return on credit, in line with the business unit's risk appetite and Nedbank business strategy.- The incumbent will contribute to a team which specialises in a focus on credit portfolio analytics from a Group perspective and driving the development of an analytics framework which involves, but are not limited to:
**Responsibilities**:

- Creating and maintaining strategically focussed analytical tools with the operational team within the Credit Data Systems team
- Provision of MI, analysis and reporting, including recommendations for portfolio tilt initiatives
- Measuring the success of existing portfolio tilt initiatives
- Enhance the analysis of asset returns metrics
- Enhance risk/return analytics and conduct deep dives into credit portfolios
- Driving Active Credit Portfolio Management across all lending portfolios within the Group
- Analytics around Credit Capital (both RWA and ECAP), including, but not limited to, items such as RWA attribution development, ECAP vs. RWA analysis, ECAP optimisation
- Provision of asset Market share/peer analytics
- Contribute to the development of improved risk appetite measurement methodology and metrics
- Contribute to the GRA Manco to ensure a cohesive unit
- Stay abreast of developments in field of expertise, ensuring personal and professional growth.
- Understand and embrace the Nedbank vision and values, leading by example.
- Deliver services to internal client expectations.
- Build internal and external stakeholder relationships.
- Sharing knowledge and insights with members of the team

More generally, the incumbent is expected play a role in the broader team, with responsibilities that include
- Conceptualisation, planning and execution of co-operative projects
- Mentorship and development of junior team members
- Active use of Advanced credit portfolio management to understand portfolios and have a more proactive view on Credit Risk.
- Minimum Experience Level- 2+ years’ work experience in credit risk (e.g., Basel or IFRS9 modelling, analytics, or pricing)

**Essential Qualifications - NQF Level**
- Advanced Diplomas/National 1st Degrees

**Preferred Qualification**
- Graduate degree in Mathematics, Financial Mathematics, Statistics, Economics or Actuarial Science, or a quantitative discipline (e.g., engineering), or a Chartered Accountant with credit risk experience.

**Professional/Technical competencies**
- Credit (e.g. risk, strategy, origination, pricing) knowledge
- More general analytical/quantitative skills
- Excellent communication and reporting skills (verbal and written)
- Strong programming skills (e.g. Python, VBA, Matlab, SAS, R)

**Disclaimer**

**_Please contact the Nedbank Recruiting Team at +27 860 555 566_**
- **_Please contact the Nedbank Recruiting Team at +27 860 555 566_



  • Johannesburg, South Africa IQbusiness South Africa Full time

    Are you a Quantitative Analyst looking to deepen your experience in Consulting, Advisory and Research? IQbusiness is a leading independent management consulting firm. We are looking for Quantitative Analyst to join our Quantitative Advisory Services team that has experience in predictive analytics or providing analytical inputs into financial and risk...


  • Johannesburg, South Africa FirstRand Full time

    About us, purpose, experience and qualifications **about 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...


  • Johannesburg, South Africa FirstRand Full time

    About us, purpose, experience and qualifications **about us**: **purpose**: The Quantitative Analyst I is required to retrieve and manipulate data in order to develop quantitative analytics products and models under guidance. To conduct analysis and generate reports within a specified framework, process and procedure. To automate existing processes to drive...


  • Johannesburg North, South Africa KHS Recruitment Full time

    **Purpose of the job**: - 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 support and interpret insights to address business opportunities and problems. -...


  • Johannesburg, South Africa FirstRand Full time

    About us, purpose, experience and qualifications **about us**: **purpose**: - The Graduate Quantitative Analyst is responsible for retrieving and manipulating data in order to enable model building and quantitative solutions. To conduct basic analysis and generate reports to provide insights under guidance, to address business opportunities and problems....


  • Johannesburg, South Africa RPO Recruitment Full time

    An industry-leading company in Johannesburg is seeking the expertise of an experienced Quantitative Analyst to join their team of professionals. Key Purpose To develop, manage and monitor advanced and relevant predictive models, to provide advanced analytical support to business units, to critically analyze and advise the business on data-driven value adds,...


  • Johannesburg, South Africa FirstRand Full time

    About us, purpose, experience and qualifications **about us**: - There is no about us detail available.**purpose**: - The Quantitative Analyst II is required to develop quantitative analytics products and models within a specified framework, and with mínimal guidance, to translate business requirements into tangible, creative solutions. To optimise...


  • Johannesburg, South Africa FirstRand Full time

    About us, purpose, experience and qualifications **about us**: - There is no about us detail available.**purpose**: - The Quantitative Analyst II is required to develop quantitative analytics products and models within a specified framework, and with mínimal guidance, to translate business requirements into tangible, creative solutions. To optimise...

  • Quantitative Analyst

    7 months ago


    Johannesburg, South Africa Mass Staffing Projects Full time

    **Job Information** - Location- Johannesburg- Salary- R 1 Million - R 850 K p/a- Job Type- Permanent- Education- BSc in Mathematics, Financial Engineering, Statistics or similar- Experience- 3 - 5 years’ experience with experience in credit within a bank or financial services institution- Reference- 091120FAQA- - finance.jobs(at)staffingprojects.co.za-...

  • Quantitative Analyst

    3 weeks ago


    Johannesburg North, South Africa Communicate Recruitment Full time

    One of the country's leading banks is looking for Quantitative Analyst's to join their brand across South Africa. **Description**: To contribute to the development and maintenance of best practice models and assessment strategies in line with regulations to facilitate world class risk management. **Education**: - Bachelors degree **Skills and...

  • Quantitative Analyst

    2 weeks ago


    Johannesburg, South Africa Armstrong Appointments Full time

    **Organisation providing administration services for various industry funds is **seeking experienced Quantitative Analysts specialising in Investment & Asset Management. Salary highly negotiable.** **CONDENSED LIST OF DUTIES**: - Verify investment data and maintain accuracy of data on asset management system/s. This is a day to day responsibility (using...


  • Johannesburg, South Africa FirstRand Full time

    About us, purpose, experience and qualifications **about us**: There is no about us detail available. **purpose**: The Quantitative Analyst II is required to develop quantitative analytics products and models within a specified framework, and with mínimal guidance, to translate business requirements into tangible, creative solutions. To optimise...


  • Johannesburg, South Africa Ulwazi Staffing Solutions Full time

    _**INVESTMENTS & ASSET MANAGEMENT**_ - **QUANTITATIVE ANALYST**_ **MINIMUM REQUIREMENTS**: - Post Grad degree in either Maths or Stats or, - BBusSc Econometrics or Actuarial Science - SAS / JMP / R / Python, would be an advantage - Experience in an asset management environment would be an advantage. **SKILLS**: - Performance measurement and management -...

  • Quantitative Analyst

    7 months ago


    Johannesburg, South Africa FirstRand Full time

    Job Description The purpose of this role is to build, optimise and implement innovative quantitative analytical methodologies, procedures, and advanced mathematical models that provide analytical support. To interpret insights, address business opportunities, implement business strategy, and deliver according to set processes and procedures. - Implement...


  • Johannesburg North, South Africa Communicate Recruitment Full time

    A great opportunity is available in the Financial Services industry for a Quantitative Analyst with experience in valuations and pricing. **Job & Company Description**: **Education**: - BSc Honours Degree in Mathematics, Statistics or Actuarial **Job Experience & Skills Required**: - Minimum 3 to 4 years’ experience in a similar position (valuations /...


  • Johannesburg North, South Africa Communicate Recruitment Full time

    A great opportunity is available in the Financial Services industry for a Quantitative Analyst with experience in valuations and pricing. **Job & Company Description**: **Education**: - BSc Honours Degree in Mathematics, Statistics or Actuarial **Job Experience & Skills Required**: - Minimum 2+ years’ experience in a similar position (valuations, and...

  • Quantitative Analyst

    4 weeks ago


    Johannesburg, Gauteng, South Africa Curiska Full time

    We are Curiska, a leading organization in the industry, and we are seeking a Quantitative Analyst - Finance to join our team in Stellenbosch.We offer a salary range of R700,000 to R800,000 per annum, depending on experience.About the Role:As a Quantitative Analyst - Finance, you will be responsible for analyzing financial data to identify trends and...


  • Johannesburg, South Africa Nedbank Full time

    **Requisition Details & Talent Acquisition Contact** - REQ 119544- Tshego Semenya**Cluster** - Group Risk**Career Stream** - Quantitative - Leadership Pipeline- Manage Self: Professional **Position** - Quantitative Analyst**Job Purpose** - To contribute to the development and maintenance of best practice models and assessment strategies in line with...


  • Johannesburg, 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...


  • Johannesburg, South Africa Goldman Tech Resourcing Full time

    **Job Information** - Location- Johannesburg- Salary- R500 000 - R400 000 p/a- Job Type- Permanent- Education- MSc/ BSc (Hons) in Statistics/ Actuarial Science/ Financial Maths/ Applied Maths- Experience- At least 3 years of experience in relevant field (e.g. behavioural credit scoring, credit impairments under IFRS 9, regulatory capital requirements, BA...