Quantitative Analyst - Johannesburg, South Africa - Nedbank

Nedbank Johannesburg, South Africa

2 weeks ago

Full time

Description

Requisition Details & Talent Acquisition Consultant

REQ 131745 - Tshego Semenya

Location:

Johannesburg

Cluster:

Group Risk

Career Stream:

Quantitative

Leadership Pipeline:

Manage Self: Professional

Job Purpose:

The validation of models for regulatory and economic capital calculations, credit impairments, and rating processes to ensure best practice models in alignment with regulations and accounting standards, contributing to top-notch risk management.
Focusing on Wholesale credit models, collaborating with senior modellers, and exploring automation, machine learning, and new areas like credit risk loss forecasting and anti-money laundering.

Job Responsibilities:

Providing exposure to credit risk measurement models, interacting with senior modellers, analyzing and reporting at board level committees, SARB, and internal/external auditors. Ensuring high standard and regulatory compliance of credit risk models, offering constructive business challenge, and suggesting improvements as a technical expert.

Emphasizing communication, project management, technical expertise, and promoting development. Presenting analyses to various committees and stakeholders, focusing on automation, machine learning, and expanding into new areas for future growth opportunities.

Deliverables:

Validation of credit risk models and processes
Subject matter expert assistance
Enhancements to existing models
Continuous learning of regulatory requirements and modeling techniques
Liaising with stakeholders for optimization
Change facilitation and organizational learning
Documentation of validations and ad-hoc tasks support

Essential Qualifications - NQF Level:

Advanced Diplomas/National 1st Degrees

Preferred Qualification:

Postgraduate degree in related quantitative discipline (Statistics/Mathematics/Econometrics/Finance/Actuarial Science) is preferred

Minimum Experience Level:

1-2 years in Wholesale risk modeling, validation, or credit management environment, with exposure to AIRB or IFRS 9 modeling

Type of Exposure:

Analysing data for evaluation
Minimizing risks
Influencing stakeholders
Information sharing
Executing strategy and problem-solving
Interacting with diverse groups
Building effective relationships
Interpreting quantitative and qualitative data

Technical Competencies:

Knowledge of legislative requirements for credit capital models
Statistical or mathematical modeling skills
Understanding of credit modeling and rating processes
Proficiency in MS Office, Excel, SAS, and VBA

Professional Knowledge:

Business Acumen
Industry trends awareness
Project management principles
Regulatory and risk management knowledge
Business writing skills
Quantitative Skills

Disclaimer:

Preference given to candidates from underrepresented groups. For more information, please reach out to the Nedbank Recruiting Team.

Quantitative Analyst

3 weeks ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Tshego Semenya- Location: Johannesburg- Closing date: 17 April 2024**Cluster** · - Group Risk**Career Stream** · - Quantitative · **Leadership Pipeline** · - Manage Self: Professional · **Position** · - Quantitative Ana ...
Quantitative Analyst

3 weeks ago

RPO Recruitment Johannesburg, South Africa

An industry-leading company in Johannesburg is seeking the expertise of an experienced Quantitative Analyst to join their team of professionals. · Key Purpose · To develop, manage and monitor advanced and relevant predictive models, to provide advanced analytical support to busin ...
Quantitative Analyst

2 weeks ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Twanette Coetser · - Closing Date - 31 March 2024**Cluster & Location** · - Total Business Banking and Retail - CVM · - 135 Rivonia, Sandton - Gauteng- Career Stream- Quantitative · - Leadership Pipeline- Manage Self: P ...
Quantitative Analyst

2 weeks ago

Mass Staffing Projects Johannesburg, South Africa

**Job Information** · - Location- Johannesburg- Salary- R 1 Million - R 850 K p/a- Job Type- Permanent- Education- BSc in Mathematics, Financial Engineering, Statistics or similar- Experience years' experience with experience in credit within a bank or financial services institut ...
Quantitative Analyst

1 week ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Tshego Semenya**Cluster** · - Group Risk**Career Stream** · - Quantitative · **Leadership Pipeline** · - Manage Self: Professional · **Position** · - Quantitative Analyst · - Credit Analytics**Job Purpose** · - To enhan ...
Quantitative Analyst

2 weeks ago

OutsideCapital Johannesburg, South Africa

IntroductionOur client is a premium financial services institution with offices in both Johannesburg and Cape Town. They are looking for a Quants Analyst to join their Balance Sheet Management Team; to take primary responsibility for identifying, measuring and mitigating market a ...
Quantitative Analyst

3 weeks ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Tshego Semenya- Location: Sandton- Closing date: 15 May 2024**Cluster** · - Group Risk**Career Stream** · - Quantitative · **Leadership Pipeline** · - Manage Self: Professional · **Position** · - Quantitative Analyst: A ...
Quantitative Analyst

2 weeks ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Tshego Semenya- Closing date: 3 March 2023**Cluster** · - Group Risk**Career Stream** · - Quantitative · - Leadership Pipeline- Manage Self: Professional · **Position** · - Quantitative Analyst**Job Purpose** · - To con ...
Quantitative Analyst

1 week ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Tshego Semenya- Location: Johannesburg- Closing date: 31 May 2024**Cluster** · - Group Risk**Career Stream** · - Quantitative · **Leadership Pipeline** · - Manage Self: Professional · **Position** · - Quantitative Analy ...
Quantitative Analyst

2 weeks ago

Palesa Mbali Group Johannesburg, South Africa

One of our top client in the banking industry is urgently looking to appoint a **Quantitative Analyst**, for their Johannesburg branch. · This permanent hybrid type role which includes all benefits. · This role is to contribute to the development and maintenance of best practice ...
Quantitative Analyst

3 weeks ago

Ulwazi Staffing Solutions Johannesburg, South Africa

_**INVESTMENTS & ASSET MANAGEMENT**_ · - **QUANTITATIVE ANALYST**_ · **MINIMUM REQUIREMENTS**: · - Post Grad degree in either Maths or Stats or, · - BBusSc Econometrics or Actuarial Science · - SAS / JMP / R / Python, would be an advantage · - Experience in an asset management en ...
Quantitative Analyst

3 weeks ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Tshego Semenya- Location: Johannesburg- Closing date: 17 April 2024**Cluster** · - Group Risk**Career Stream** · - Quantitative · **Leadership Pipeline** · - Manage Self: Professional · **Position** · - Quantitative Ana ...
Quantitative Analyst

2 weeks ago

FirstRand Johannesburg, South Africa

Job Description · Hello Future Quantitative Analyst · Welcome to FNB, the home of the #changeables. We design for the shapeshifters and deliver products and services that make us incredibly proud of people that make it happen. · As part of our talented team, you will be surrounde ...
Quantitative Analyst

3 weeks ago

Ovations Group Johannesburg, South Africa

An opportunity has become available for a Senior Quantitative Analyst to provide business analysis, report extraction, and automation engineering support for the Credit Risk Regulatory Reporting Stabilisation Project (CRS Project), and support the implementation of IFRS 9. · **Mi ...
Quantitative Analyst

1 week ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · REQ Twanette Coetser · PIPELINE ADVERT · **Cluster & Location** · Total Business Banking and Retail - CDR · 135 Rivonia Road, Sandton · **Career Stream** · Quantitative · **Leadership Pipeline** · Manage Self: Professional · ...
Quantitative Analyst

3 weeks ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Tshego Semenya- Closing date: 7 August 2023**Cluster** · - Group Risk**Career Stream** · - Quantitative · **Leadership Pipeline** · - Manage Self: Professional · **Position** · - Quantitative Analyst: Model Risk Managem ...
Quantitative Analyst

1 week ago

Nedbank Johannesburg, South Africa

**Job Requisition Details** · - REQ# Location: Johannesburg, Gauteng- Closing Date: 29 May 2024- Talent Acquisition: Bongiwe Mchunu- Job Family- Investment Banking · - Department- CVM: Retail Credit Models- Leadership Pipeline- Manage Self: Professional · - FAIS Affected**Job Pur ...
Quantitative Analyst

2 weeks ago

Nedbank Johannesburg, South Africa

**Requisition Details & Talent Acquisition Contact** · - REQ Twanette Coetser- Closing Date - 01 April 2024**Cluster & Location** · - Total Business Banking and Retail - CDR- 135 Rivonia Road, Sandton**Career Stream** · - Quantitative · **Leadership Pipeline** · - Manage Self: Pr ...
Quantitative Analyst

1 week ago

Nedbank Johannesburg, South Africa

**Job Requisition Details** · - REQ# Location: Sandton, Johannesburg- Closing Date: 13 December 2023- Talent Acquisition: Bongiwe Mchunu- Department- Systems and Delivery Management- Career Stream- Quantitative - Investment Banking- Leadership Pipeline- Manage Self: Professional ...
Quantitative Analyst

1 week ago

FirstRand Johannesburg, South Africa

Job Description · The purpose of this role is to build, optimise and implement innovative quantitative analytical methodologies, procedures, and advanced mathematical models that provide analytical support. To interpret insights, address business opportunities, implement business ...