Quantitative Analyst

Job Description

The purpose of the Quantitative Analyst is to add value to the scheduling's Strategic Portfolio Monitoring function by developing and applying quantitative models, tools, and analytics that provide insights into the bank’s portfolio performance, risk profile, and strategic direction. The role involves data-driven analysis, risk-adjusted performance measurement, stress testing, and the development of dashboards and forecasting tools to inform decision-making at management and board levels.

Key Responsibilities

KEY PERFORMANCE AREAS

1. Portfolio Analytics and Reporting

• Perform quantitative analysis of the bank’s portfolio to assess performance, risk exposures, and trends.
• Develop and maintain dashboards and automated reporting tools for internal and external stakeholders.
• Support the generation of regular and ad hoc portfolio reports

2. Risk-adjusted Performance Measurement

• Apply and enhance models for risk-adjusted return metrics (e.g.., RAROC, Sharpe Ratio).
• Support the integration of these metrics into portfolio evaluation and strategic planning.

3. Scenario analysis and stress testing

• Design and execute stress testing frameworks to evaluate portfolio resilience under adverse conditions.
• Model macroeconomic and sectoral scenarios to assess potential impacts on the portfolio.

4. Tool and Model Development

• Build and maintain quantitative tools for forecasting, risk analysis, and performance monitoring.
• Test that models are robust, validated, and aligned with regulatory and internal standards.

5. Integrated Risk and Financial Planning Support

• Contribute to the integration of risk analytics into the bank’s financial planning processes.
• Collaborate with Finance, Strategy, and Business Units to align risk insights with institutional goals.

6. Stakeholder Engagement and Communication

• Translate complex risk and portfolio concepts into clear, actionable messages for non-technical stakeholders.
• Support presentations to Executive Management, Risk Committees, and the Board.
• Engage with internal stakeholders to gather requirements and ensure relevance of analytics.

7. Reporting

• Translate complex risk and portfolio concepts into clear, actionable messages for non-technical stakeholders.
• Support presentations to Executive Management, Risk Committees, and the Board.
• Collect relevant data from various sources, verifying its accuracy, and presenting it in a clear and organised manner.
• Establish deadlines to ensure management has up-to-date information for decision-making.
• Maintain high standards of accuracy and timeliness to deliver reports that are timely and precise.
• Support effective communication and strategic planning within the organisation.
• Utilise appropriate technologies and tools to enhance reporting efficiency and clarity, while also safeguarding the confidentiality and sensitivity of the information included.

Key Measurement of Outputs

• Forward looking reporting and development of portfolio monitoring dashboards

• Development and maintenance of risk adjusted return metrics dashboard and reports

• Stress testing and scenario analysis framework and stress testing model

• Development of forecasting, performance monitoring and risk analytics tools

• Portfolio optimisation supported with analytical insights

• Quality and timeliness of portfolio analytics

• Implementation of reporting and analytics automation initiatives that improve efficiency, data quality and decisionmaking capability.

Expertise & Technical Competencies

QUALIFICATIONS AND EXPERIENCE

Minimum Qualification

• A Bachelor’s Degree in Informatics, Mathematics, Risk Management, Accounting, Statistics, Actuarial Science, Finance, Computer Science or a related field.

Minimum Experience

• A minimum of 3 years of experience in quantitative risk analysis, risk analytics, or financial modelling
• Proven track record in developing or validating stress testing models.
• Familiarity with stress testing methodologies and scenario analysis.
• Proficiency in statistical and data analysis tools (e.g.., Python, R, SQL, Excel),
• Experience with data visualization tools (e.g.., Power BI, Tableau).
• Understanding of portfolio risk management in a development finance or banking context.
• Exposure to portfolio monitoring, forecasting, stress testing or scenario analysis is advantageous.
• Knowledge of risk-adjusted performance metrics and financial risk integration.
• Familiarity with macroeconomic and sectoral risk drivers in South Africa and emerging markets.
• Leading and lagging indicators of portfolio risk.

Desirable Requirements

• More than 5 years of experience in quantitative analysis, risk analytics, or financial modelling
• An Honours degree in Informatics, Mathematics, Risk Management, Accounting, Statistics, Actuarial Science, Finance, Computer Science or a related field.
• Exposure to portfolio monitoring, forecasting or scenario analysis
• Understanding of regulatory frameworks and risk governance in Development Finance Bank
• Knowledge of financial modelling and risk metrics.
• Strong Stress testing and scenario analysis competency
• Experience working with municipalities, government programmes, or development finance institutions.
• Strong portfolio reporting competency.

TECHNICAL COMPETENCIES

a) Data Collection and Analysis

• Skilled in the use of advanced/complex analytical techniques.
• Ability to use judgement to decide upon the most appropriate analytical techniques according to the situation.
• Recognises underlying principles, patterns, or themes in an array of related information, and determines whether additional information would be useful or necessary.
• Through an in-depth understanding of the business environment, reviews outputs of analysis to identify anomalies and concludes, relating these to operational circumstances.
• Ability to model a range of scenarios covering all potential business circumstances and highlight potential risks/opportunities.

b) Detail Orientation

• Identifies multiple sources/approaches of information to ensure that details are addressed.
• Reviews the work of others for accuracy and thoroughness.
• Follows up to ensure tasks are completed and commitments met by others.

c) Solution Focus

• Identifies complex problems based on a broad range of factors, many of which are ambiguous or difficult to define.
• While remaining guided by organisational values, identifies optimal solutions, thinking first in terms of possible approaches and flexibilities in the system vs. blind adherence to rules or procedures.
• Evaluates the effectiveness and efficiency of solutions after they have been implemented and identifies needed changes.

d) Policies and Procedures

• Has a detailed understanding of relevant policies and procedures and interprets these according to operational circumstances to ensure compliance.
• Understands the business context sufficiently to recommend improvements and modifications to existing policy.
• Is able to write new procedures.

e) Reporting

• Designs / customises reports to meet user needs.
• Prepares complex or tailored reports, gathers information from a variety of sources, analyses and includes in a report.
• Keeps standard reports under review and proposes improvements to meet user needs.

f) Risk Management Policies and Procedures

• Develops innovative approaches to managing significant business risks effectively and efficiently.
• Leads implementation, execution and monitoring activities
• Advises on best solutions and foresees the impact of changes in regulations, policies and procedures for non-complex and increasingly complex business issues.

Required Personal Attributes

BEHAVIOURAL COMPETENCIES

a) Analytical Thinking

• Identifies the cause-and-effect relationship between two aspects of a situation.
• Analyses and