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Quantitative Analyst job in Johannesburg

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Johannesburg Nedbank

Job Ref:	133514
Employer:	Nedbank
Sector:	Banking & Finance
Qualifications:	Unclassified
Software:	SAS Excel
Job Type:	Full Time
Salary and Benefits:	Competitive
Remote:	No
Location
Country:	South Africa
City:	Johannesburg
Post Code:	Not specified
Map:	(Show on map)
Description
Requisition Number and Talent Acquisition REQ: 133514 Location: Sandton, Johannesburg Closing Date: 30 April 2024 Talent Acquisition: Saranya Govender Career Stream Quantitative Leadership Pipeline Manage Self: Professional Job Purpose The role will be focused on maintaining, monitoring and refining the IFRS9 impairment models, general credit risk analytics and reporting analyses within the Retail and Business Banking Credit Provisions team. The role provides in-depth exposure to the bank's credit risk measurement methodologies used for the calculation of credit impairments. Furthermore, it offers high visibility as the analyses and reports will be tabled at executive level committees and the bank's internal and external auditors. This is a balanced role, focusing on technical expertise as well as behavioral competencies (e.g. conflict resolution, negotiation skills). This role will suit a passionate and ambitious individual interested in Credit Risk modelling and analytics. Job Responsibilities The incumbent of the role is accountable for driving the accurate and timeous completion of key credit risk analytics as well as continually developing analytics to aide accuracy of reporting in line with Nedbank's strategic goal of being operationally excellent in all we do. Maintain, monitor and refine IFRS 9 ECL credit impairment models in SAS and the Nedbank Model Implementation Platform. Alignment of credit provisioning and reconciliation Monthly production of high-quality credit impairment reporting Monthly analysis and assurance of portfolio movements Assisting management with various ad-hoc tasks, reports, specific deep dives and analyses The incumbent must keep abreast with accounting standard (IFRS 9) requirements. Increase efficiencies through programming and automating processes. Essential Qualifications - NQF Level Advanced Diplomas/National 1st Degrees Preferred Qualification Bachelor's degree in Actuarial Science / Financial Mathematics / Mathematics / Statistics or similar Minimum Experience Level Graduate 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 Behavioural Competencies Adaptability Applied Learning Earning Trust Communication Stress Tolerance Driving for results Continuous Improvement Technical/Professional Knowledge and Skills Please contact the Nedbank Recruiting Team at +27 860 555 566 If you can't find the job you're looking for, activate job alerts to be one of the first to know when new positions open up.

ref: (133514) 14 days ago

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