Senior Quantitative Analyst

Johannesburg, GP, ZA, South Africa

Job Description

Job Requisition Details



Requisition number: 143062

Closing Date: 28 November 2025

Talent Acquisition: Precious Motlhako

Cluster and Location



Personal and Private Banking



Johannesburg, Sandton



Hybrid

Career Stream


Quantitative

Leadership Pipeline


Manage Self: Professional

Job Purpose



To enhance and maintain the models used for the calculation of Credit RWA and IFRS9 impairments for the Retail portfolios. The incumbent will contribute to a team which specialises in a focus on credit risk

Job Responsibilities



Responsibilities include (but are not limited to):
Provision of MI, analysis and reporting on monthly capital and impairment results Updates to EAD, PD and LGD models for Basel and IFRS9 purposes Analytics around IFRS9 impairments 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 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

Essential Qualifications - NQF Level


Matric / Grade 12 / National Senior Certificate Advanced Diplomas/National 1st Degrees

Preferred Qualification



3-year qualification in a Mathematical related BSc, Engineering, CFA, FRM, CQF

Minimum Experience Level



At least 5 years relevant experience in an analytical environment

Model development experience - capital and/or impairments is preferred

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
-

Please contact the Nedbank Recruiting Team at +27 860 555 566

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Job Detail

  • Job Id
    JD1597277
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Johannesburg, GP, ZA, South Africa
  • Education
    Not mentioned