Senior Quantitative Portfolio Manager

3 days ago

Sandton, South Africa Absa Group Full time R600 000 - R1 200 000 per year
Empowering Africa's tomorrow, together…one story at a time.

With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.

Job Summary

We are looking for a seasoned professional to lead credit portfolio risk initiatives within Absa's Corporate and Investment Banking division. This front-office role requires a thought leader who can drive product development, enhance risk methodologies, and deliver actionable insights across wholesale credit portfolios in South Africa and ARO.

Job Description

Product Development & Enhancement

  • Act as a thought leader in credit portfolio risk, covering credit instruments and counterparty credit risk.
  • Understand Absa's current model environment and global best practices in Credit Portfolio Management, including structured solutions.
  • Oversee technical QA library development for business enablement.
  • Manage sector analysis, market-implied spreads, and other industry indicators.
  • Develop communication protocols with Risk for internal clients and assist with EC framework implementation.
  • Create challenger approaches to risk parameter models (PD, LGD, EAD) and develop "real-world" models for internal and external use.
  • Assess and advise on regulatory impacts from a business perspective.

Risk Management

  • Complete compliance attestations for model development.
  • Develop portfolio risk interrogation techniques to understand risk-return deltas.
  • Ensure all products and activities comply with legal, regulatory, and Group policy requirements.
  • Promote a culture of proactive compliance as the first line of defense.

Product Management

  • Build and maintain a technical and operational product knowledge library.
  • Conduct continuous market analysis of credit portfolio trends and global regulatory guidance, providing insights to stakeholders.

Client Focus

  • Collaborate closely with Credit, Coverage, and Transactor teams to deliver integrated solutions.
  • Build and maintain trusted relationships with internal and external clients, reflecting Absa's values.

Research & Innovation

  • Lead development and implementation of alternative risk measurement approaches and parameter models.
  • Engage in industry networking and conferences to stay ahead of market and regulatory changes.
Education & Experience Required
  • Minimum: Quantitative or Finance degree (Applied Mathematics, Actuarial Science, Econometrics).
  • Preferred: Honours/Masters, CFA or FRM certification.
  • Experience: Minimum 5 years in quantitative modelling, financial analysis, or regulatory risk frameworks.
  • Practical exposure to Markets, Sales, Loan Structuring, Portfolio Management, and Credit.
  • Proven ability to translate concepts into real-world solutions.
Knowledge & Skills
  • Advanced analytical and statistical modelling skills.
  • Expertise in EC and RC frameworks for market and credit risk.
  • Ability to develop defensible recommendations from incomplete datasets.
  • Strong communication skills to simplify technical concepts for non-technical audiences.
Competencies
  • Adapting and responding to change
  • Analysing and applying expertise
  • Creating and innovating
  • Evaluating and initiating action
  • Learning and researching
  • Persuading and influencing
  • Relating and networking

Education

Bachelor`s Degrees and Advanced Diplomas: Business, Commerce and Management Studies (Required)

Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank.

Absa Bank Limited reserves the right not to make an appointment to the post as advertised

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