Senior Quantitative Analyst

Job Requisition DetailsRequisition number: 147415

Closing Date: 02 September 2026

Talent Acquisition: Precious Motlhako Cluster and Location Personal and Private Banking

Sandton Career Stream Quantitative Leadership Pipeline Manage Self: ProfessionalJob 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 riskJob Responsibilities

Responsibilities include (but are not limited to):

• 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 preferredTechnical / 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

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