Quantitative Analyst

CodeConnect Staffing; Sandton; On-site; ZAR 600,000 - 1,200,000; Full time

Job summary

CodeConnect Staffing in Sandton, South Africa, is seeking a skilled Quantitative Analyst to join a well-established financial services and banking organisation. You will leverage advanced analytics to optimise credit portfolio performance and risk-adjusted profitability.

With at least 2 years of experience in credit risk analytics, you will work with SAS, Python, R and SQL, develop pricing and portfolio models, and deliver interactive dashboards to support strategic decision-making.

Qualifications

• Bachelor's degree in a quantitative discipline.
• Minimum 2 years' experience in credit risk analytics or related field.
• Proficient with SAS, Python, R and SQL.
• Familiar with IFRS 9 and Basel frameworks.

Responsibilities

• Develop analytical frameworks for credit portfolio management and performance optimisation.
• Apply modelling, ML and predictive analytics to identify trends, risks and opportunities.
• Develop credit origination models, methodologies and strategies.
• Analyse portfolio performance and pricing strategies for risk-adjusted returns.
• Create dashboards and visualisations for monitoring and reporting.
• Collaborate with stakeholders to integrate insights into strategy and risk appetite.

Skills

SAS

Python

R

SQL

Credit risk analytics

Education

Bachelor's degree in Mathematics/Statistics/Financial Engineering/Actuarial Science

Job description

Sandton, South Africa | Posted on 10/13/2026

CodeConnect Staffing is recruiting on behalf of a well-established financial services and banking organisation seeking a skilled Quantitative Analyst to join its team.

The ideal candidate will have a strong quantitative background, with at least 2 years' experience in credit risk analytics, portfolio management or a related field. They should possess hands-on experience with analytical tools such as SAS, Python, R and SQL, together with an understanding of credit modelling, risk-based pricing and portfolio performance analysis.

This role focuses on leveraging advanced analytics, statistical modelling, machine learning and automation to optimise credit portfolio performance, improve pricing strategies and support risk-adjusted profitability. The successful candidate will contribute to innovative analytical solutions that support strategic decision-making and digital transformation initiatives.

Key Responsibilities

• Develop and maintain advanced analytical frameworks to support credit portfolio management and performance optimisation.
  
• Apply statistical modelling, machine learning and predictive analytics to identify trends, risks and opportunities across the credit lifecycle.
  
• Contribute to the development and enhancement of credit origination models, methodologies and strategies.
  
• Conduct in-depth portfolio analysis to identify performance drivers, emerging risks and opportunities for portfolio rebalancing.
  
• Analyse risk-based pricing strategies, identifying opportunities to optimise pricing and improve risk-adjusted returns.
  
• Evaluate model performance by comparing predicted outcomes against actual portfolio results and profitability.
  
• Support the development of client-level pricing frameworks that balance customer value, credit risk and profitability.
  
• Conduct customer behaviour and cross-sell analytics to identify growth opportunities and optimise customer value.
  
• Develop interactive dashboards and data visualisations to support portfolio monitoring and reporting.
  
• Research and evaluate advanced analytical techniques to improve modelling accuracy, efficiency and performance.
  
• Collaborate with internal stakeholders to integrate analytical insights into business strategies and risk appetite frameworks.
  
• Contribute to continuous improvement, knowledge sharing and innovation within the analytics team.

Requirements

• Bachelor's degree in Mathematics, Statistics, Financial Engineering, Economics, Actuarial Science or a related quantitative discipline.
  
• Minimum 2 years' relevant experience in credit risk analytics, portfolio management or a related analytical environment.
  
• Proven experience working with SAS, Python, R and SQL.
  
• Familiarity with IFRS 9, Basel regulatory frameworks and advanced credit modelling techniques.
  
• Strong analytical, statistical and problem-solving capabilities.
  
• Ability to interpret complex datasets and translate findings into meaningful business insights.
  
• Excellent communication and stakeholder engagement skills.
  

Advantageous Qualifications & Experience

• Certifications in Data Science, Machine Learning, Financial Risk Management (FRM) or Chartered Financial Analyst (CFA).
  
• Experience applying machine learning methodologies to credit risk, pricing or portfolio analytics.
  
• Exposure to advanced pricing models, predictive analytics and data visualisation tools.
  
• Quantitative Analysis & Statistical Modelling
  
• Credit Risk & Portfolio Analytics
  
• Python, SAS, R & SQL
  
• Risk-Based Pricing & Profitability Analysis
  
• Analytical Problem-Solving
  
• Business Acumen & Strategic Thinking
  
• Stakeholder Engagement & Communication
  
• Adaptability & Continuous Learning
  
• Results Orientation & Continuous Improvement
  

Application

Candidates who meet the above requirements are encouraged to apply through the designated application link.

Please note: If you have not received feedback within two weeks of submitting your application, please consider your application unsuccessful.