Quantitative Analyst

Afrizan Personnel; Johannesburg; On-site; ZAR 900,000 - 1,300,000; Full time

Job summary

Afrizan Personnel is recruiting a Quantitative Analyst to support development and application of advanced quantitative analytics across credit portfolio management, pricing and model development. This role offers an opportunity to apply data science, machine learning and automation to improve portfolio performance and risk-adjusted returns.

The ideal candidate will combine strong quantitative skills with commercial awareness, curiosity and the ability to translate complex analytical findings

Qualifications

• Degree in Mathematics, Statistics, Financial Engineering, Economics, Actuarial Science or a related quantitative field.
• 2+ years’ experience in credit risk analytics, portfolio management or a related field.
• Proven experience using SAS, Python, R and SQL analytics platforms.
• Familiarity with IFRS 9, Basel frameworks and advanced credit modelling techniques.
• Strong analytical and problem-solving capabilities.
• Excellent communication and stakeholder engagement skills.
• Strong business acumen with the ability to influence and drive results.
• Adaptability, curiosity and a continuous learning and improvement mindset.
• A postgraduate qualification or certification in Data Science, Machine Learning, FRM or CFA would be advantageous.

Responsibilities

• Maintain advanced analytics frameworks supporting credit portfolio management.
• Apply traditional modelling and machine learning methodologies to generate predictive and prescriptive insights.
• Research and assess innovative analytical techniques to improve model development, performance and efficiency.
• Support the development of credit origination modelling strategies aligned with portfolio objectives and risk appetite.
• Conduct deep-dive portfolio analysis to identify performance drivers, emerging risks and strategic opportunities.
• Build interactive dashboards and visualisation tools for portfolio monitoring.
• Conduct pricing analytics to assess risk-based pricing strategies, optimisation opportunities and risk-adjusted returns.
• Compare model predictions against actual portfolio performance to assess model effectiveness and profitability.
• Support client-level pricing, cross-sell and customer behaviour analytics.
• Collaborate with key stakeholders to integrate analytical insights into strategic planning and risk frameworks.
• Share knowledge and best practices while contributing to a collaborative, innovative and high-performance team environment.

Skills

SAS

Python

R

SQL

Analytical thinking

Communication

Stakeholder engagement

Education

Quantitative degree (Math/Stats/FE/ Economics/Actuarial)

Job description

We are recruiting on behalf of a client for a Quantitative Analyst to support the development and application of advanced quantitative analytics across credit portfolio management, pricing and model development. This role offers an opportunity to apply data science, machine learning and automation to improve portfolio performance, strengthen risk-adjusted returns and support data-driven decision-making.

The ideal candidate will combine strong quantitative skills with commercial awareness, curiosity and the ability to translate complex analytical findings into actionable insights.

Responsibilities

• Maintain advanced analytics frameworks supporting credit portfolio management.
• Apply traditional modelling and machine learning methodologies to generate predictive and prescriptive insights.
• Research and assess innovative analytical techniques to improve model development, performance and efficiency.
• Support the development of credit origination modelling strategies aligned with portfolio objectives and risk appetite.
• Conduct deep-dive portfolio analysis to identify performance drivers, emerging risks and strategic opportunities.
• Build interactive dashboards and visualisation tools for portfolio monitoring.
• Conduct pricing analytics to assess risk-based pricing strategies, optimisation opportunities and risk-adjusted returns.
• Compare model predictions against actual portfolio performance to assess model effectiveness and profitability.
• Support client-level pricing, cross-sell and customer behaviour analytics.
• Collaborate with key stakeholders to integrate analytical insights into strategic planning and risk frameworks.
• Share knowledge and best practices while contributing to a collaborative, innovative and high-performance team environment.

Requirements

• Degree inMathematics, Statistics, Financial Engineering, Economics, Actuarial Science or a related quantitative field.
• 2+ years’ experience in credit risk analytics, portfolio management or a related field.
• Proven experience using SAS, Python, R and SQL analytics platforms.
• Familiarity with IFRS 9, Basel frameworks and advanced credit modelling techniques.
• Strong analytical and problem-solving capabilities.
• Excellent communication and stakeholder engagement skills.
• Strong business acumen with the ability to influence and drive results.
• Adaptability, curiosity and a continuous learning and improvement mindset.
• A postgraduate qualification or certification in Data Science, Machine Learning, FRM or CFA would be advantageous.

EE Disclaimer

All positions will be filled in accordance with the company's Employment Equity plan. We encourage people with disabilities to apply.

Application Unsuccessful Disclaimer

If you do not receive feedback within two weeks of your application, please consider it unsuccessful. Keep an eye on our website and other career sites for future opportunities.

REF: GC01

Quantitative Analyst • City of Johannesburg Metropolitan Municipality, South Africa