Senior Quantitative Analyst Senior Quantitative Analyst

**Requisition Details & Talent Acquisition Consultant**
- REQ 142171 Thembi Mtshali
- Location: Johannesburg
- Closing Date: 10th October 2025
- Job Family
- Investment Banking
- Career Stream
- Quantitative
- Leadership Pipeline
- Manage Self: Professional
- FAIS Affected

**Job Purpose**

To provide assurance on, insight into, and optimisation of, bank-wide credit risk models, reporting, impairments and credit RWA. To perform business analysis, project management, process enhancement, automation engineering and solution design and implementation of credit risk projects across Group Credit Risk.

**Responsibilities**:
The role offers deep exposure to the bank’s credit RWA calculation, optimisation and reporting processes with emphasis on working with big data. Your work will be focused on the rules, systems and processes used for the bank’s regulatory credit risk reporting.

You will perform many of the functions of a product owner, identifying system improvements and collaborating with business and IT stakeholders to describe, prioritise and drive implementation of system enhancements. You will develop controls and optimise processes to ensure the accuracy, efficiency, and timeous delivery of regulatory reporting to the SARB PA and other stakeholders.

The role offers high visibility as recommendations, enhancements and status updates are tabled at board level committees, the South African Reserve Bank (SARB) and the bank’s internal and external auditors.

The team culture emphasises development, especially of leadership and behavioural skills. Our focus is on automation and digitisation, while our function provides insight and assurance into impairments, credit RWA, concentration risk, portfolio management, risk appetite, peer group analysis, financial disclosures, and various regulatory reports, all of which are presented to executive management and the Board. This provides opportunities for development and growth, and to develop an organisation-wide reputation for excellence.

**Job Responsibilities Continue**

Job responsibilities include the following:

- Interpret regulatory reforms and assess the impact on credit risk parameters, processes, results, and reporting.
Drive process improvements across the credit risk reporting landscape, including BA returns, ICAAP, Pillar III and Analyst Booklet reports.
- Provide trend analysis and assurance on portfolio movements.
- Identify opportunities for credit RWA optimisation.
- Communicate insights and results to senior stakeholders to facilitate improved accuracy, efficiency, and management of credit risk.
- Project management of key deliverables, including co-ordinating the work and output of team members and contributors across the organisation.
- Documentation of findings, recommendations, business requirements, and project updates. Preparing written communications to various stakeholders, including executive committees, the SARB, external auditors of the bank and the Board.
- Ad-hoc tasks, reports, deep dives, and responding to SARB queries.
- Contribute to a high-performance team culture via collaboration, knowledge sharing, mentoring, sprint planning and retrospectives, daily scrums, and project participation.
- Stay abreast of developments in your field of expertise, ensuring personal and professional growth.
- Understand and embrace the Nedbank vision and values, and lead by example.
Provide assurance on credit RWA allocated across all products in the Group, including adherence to the ap
- Essential Qualification
- Post graduate degree in Statistics/Mathematics, CFA/ FRM/CQF
- Minimum Experience Level
- 5+ years risk analytics, modelling and management.

**Technical / Professional Knowledge**
- 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
- Business Acumen
- Quantitative Skills
- Behavioural Competencies
- Applied Learning
- Coaching
- Communication
- Collaborating
- Decision Making
- Continuous Improvement
- Quality Orientation
- Technical/Professional Knowledge and Skills

**Dicslaimer**

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