Quantitative Analyst - Johannesburg, South Africa - Nedbank

Nedbank

Verified Company

Johannesburg, South Africa

1 week ago

Posted by:

Thabo Mthembu

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Description

Job Requisition Details- REQ# Closing Date - 20 April 2023- Talent Acquisition - Bongiwe Mchunu
Cluster

Nedbank Retail and Commercial Banking
CVM Modelling and Pricing
Job Family
Investment Banking

Career Stream

Quantitative

Leadership Pipeline

Manage Self: Professional

Job Purpose

To develop and maintain Business Banking Regulatory Capital and Impairment models

Responsibilities:

Build and formally present reports by monitoring business performance within the set risk appetite and through analysis.
Report to; monitor and advise operational areas to manage trends through analysis for adhoc requirements.
Manage client expectations by liaising with stakeholders through the model build process as well as the systems and strategy development process.
Increase efficiencies through programming and automating processes.
Challenge model builds from around the cluster through peer review participation and ensuring best practice.
Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis; business requirements gathering and designs validation.
Ensure product and/or solution design is congruent with the required business specifications through meeting stakeholder requirements timeously.
Ensure continuity and record keeping through formal signoff at forums and by creating documentation.
Ensure data accuracy through data and frontend analysis; pre and post testing of system/strategy changes.
Ensure accuracy and feasibility through impact analysis for newly developed products.
Review reporting and ensure accuracy through analysis and providing feedback.
Providing advice to key operational areas ensuring optimal resource allocation and desired results through analysis and communication.
Manage access and change control and ensure compliance by creating change logs and restricting/providing access.
Take corrective action where risk is identified in any processes; models or reporting; through analysis and formal communication.

Essential Qualifications