Overview
Senior Quantitative Analyst Jobs in Johannesburg at Nedbank
Job Requisition Details
Requisition number: 144519
Closing Date: 26 March 2026
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
- 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
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Please contact the Nedbank Recruiting Team at +27 860 555 566
Title: Senior Quantitative Analyst
Company: Nedbank
Location: Johannesburg
