Senior Quantitative Analyst Senior Quantitative Analyst (Credit Risk Assurance)
Senior Quantitative Analyst Senior Quantitative Analyst (Credit Risk Assurance)
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1 Vacancy
Job Description
Requisition Details & Talent Acquisition Consultant
REQ 142171 Thembi Mtshali
Location: Johannesburg
Closing Date: 10th October 2025
Job Family
Career Stream
Leadership Pipeline
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 banks 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 banks 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 banks 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 atwill be given to candidates from the underrepresented groups
Please contact the Nedbank.
Please contact the Nedbank Recruiting Team at
Required Experience:
Senior IC
Employment Type
Full Time
