Senior Quantitative Analyst Senior Quantitative Analyst (credit Risk Assurance)

Johannesburg, GP, ZA, South Africa

Job Description

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.


Job 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 ideal candidate will blend excellent communication, report writing, project management, data analysis, regulatory expertise and general credit knowledge with solid technical skills to enhance processes, accuracy and efficiency for the calculation of credit RWA and related credit risk reporting and analysis for the entire group.


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. Be a subject matter expert and provide input and assistance in the interpretation, implementation and optimisation of credit RWA regulations, as well as other related credit risk metrics. 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



Preference Recruiting Team at +27 860 555 566will be given to candidates from the underrepresented groups


Please contact the Nedbank.


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

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Job Detail

  • Job Id
    JD1538283
  • 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