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Senior Quantitative Analyst

Employer
Nedbank
Location
Johannesburg Johannesburg Gauteng, South Africa
Salary
Competitive
Closing date
Jun 21, 2024

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Job Role
Other
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Requisition Number and Talent Acquisition

REQ: 134141

Location: Sandton, Johannesburg

Closing Date: 20 June 2024

Talent Acquisition: Saranya Govender

Job Family

Investment Banking

Career Stream

Quantitative

Leadership Pipeline

Manage Self: Professional

Job Purpose

To develop and maintain best practice wholesale capital and impairment models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management and/or attainment of strategic objectives.

Job Responsibilities

  • Build, maintain and validate best practice wholesale capital and impairment models.
  • Formally present and manage the approval of models through the governance structure
  • Manage client expectations by liaising with stakeholders through the model build process as well as the systems and strategy development process.
  • Ensure continuity and record keeping through formal sign-off at forums and by creating documentation.
  • Ensure data accuracy through data and front-end analysis; pre and post testing of system/strategy changes.
  • Take corrective action where risk is identified in any processes; models or reporting; through analysis and formal communication.
  • Increase efficiencies through programming and automating processes.
  • Challenge model builds from around the cluster through peer review participation and ensuring best practice.
  • Seek opportunities to improve business processes; models and systems by identifying and recommending effective ways to operate and adding value to Nedbank.


Essential Qualifications - NQF Level

  • Advanced Diplomas/National 1st Degrees


Preferred Qualification

Post graduate degree in Statistics/Mathematics, CFA/ FRM/CQF

Minimum Experience Level

3-5 years relevant experience in an analytical environment

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


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

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