Quantitative Analyst - Johannesburg
Nedbank
Requisition Details & Talent Acquisition Contact REQ 132961 - Twanette Coetser Closing Date - 31 March 2024 Cluster & Location Total Business Banking and Retail - CVM 135 Rivonia, Sandton - Gauteng Career Stream Quantitative Leadership Pipeline Manage Self: Professional Quantitative Analyst Job Purpose We are looking for a Quantitative Analyst to join our Deal Underwriting: Credit Team. In this role you will be required to develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management and/or attainment of strategic objectives. We look forward to reviewing your application . Job Responsibilities Ensuring our credit risk expectations are accurate. Using an array of bureau, internal and captured data to drive profit-creating and risk-reducing decisions. Build and formally present reports by monitoring business performance within the set risk appetite and through analysis. Identifying and explaining any differences between actual performances and expectations Adjusting expectations or changing credit risk policy rules for sub populations not addressed by our credit risk scorecards. Safeguarding the business against reckless lending and risk levels outside our targeted risk appetite Building Optimisation/Sensitivity models to determine best fit pricing. Assessing current profitability and finding ways to improve it through the use of data. Testing and Optimisation of our credit pricing decision systems General Reporting and MI, and report automation Utilising machine learning to build and maintain risk expectation. Channel MI and analytics Run channel optimisation projects with strategy team. Set up, execute and track test and learn initiatives for CVP’s within channel. Manage and optimise channel data structures. Building and maintaining effective relationships with internal and external stakeholders Analysing and interpreting quantitative and qualitative data Minimum Experience Level 1-3 years’ experience in Credit Risk or an Analytical environment Technical Experience Modelling Techniques and Software Strong Mathematical and problem-solving ability SAS and Python Data Validation Required Qualifications B Degree: Maths, Stats, Engineering, Computer Science, Economics and related Technical / Professional Knowledge Business Acumen 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 Quantitative Skills Please contact the Nedbank Recruiting Team at 27 860 555 566
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