Quantitative Modelling Specialist

5 days ago


Johannesburg, Gauteng, South Africa Nedbank Full time

Nedbank is seeking a skilled Quantitative Modelling Specialist to join our team.

About the Role

As a Quantitative Modelling Specialist, you will be responsible for developing and validating Credit Risk models for the Personal and Business Banking portfolios.

You will use your knowledge of statistical modelling techniques to create and test models that accurately predict credit risk.

This role requires expertise in data analysis, machine learning, and model validation.

You will also collaborate with cross-functional teams to develop and implement new models and processes.

Requirements
  • Bachelor's degree in Statistics, Mathematics, Data Science, or Actuarial Science.
  • Possess Honours degree in Statistics, Mathematics, Data Science, or Actuarial Science.
  • Masters degree in Statistics, Mathematics, Data Science, or Actuarial Science is preferred.
  • A minimum of 3-5 years' experience as a Quantitative Analyst in a Risk Management, Model Development, or Model Validation function.
  • Strong background in statistical modelling, data analysis, and machine learning.
  • Familiarity with tools such as Python or SAS is essential.


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