Quantitative Analyst: Pricing & Portfolio Modeling

Absa Group; Sandton; On-site; ZAR 600 000 - 800 000; Full time

Job summary

A leading financial institution in South Africa is looking for a highly analytical Quantitative Analyst to join their Corporate & Investment Banking team. This role involves applying advanced quantitative techniques for pricing strategies and portfolio optimization. The ideal candidate will have a degree in a quantitative discipline, strong financial modeling skills, and at least 2-3 years of experience in a related banking or financial services role. This opportunity combines complex analytical work with stakeholder engagement to drive data-driven decision-making.

Qualifications

• Minimum 2-3 years in quantitative analysis, financial modeling or risk analytics within banking.
• Solid understanding of banking products, risk frameworks and regulatory requirements.
• Ability to translate complex data into actionable insights.

Responsibilities

• Design and enhance quantitative pricing models across CIB.
• Monitor risk-adjusted performance metrics and financial resource utilization.
• Communicate complex quantitative findings to non-technical stakeholders.

Skills

Quantitative and analytical ability

Financial modeling

Data analytics

Programming skills (Python, R, SQL)

Communication and presentation skills

Problem-solving approach

Education

Degree in Applied Mathematics, Actuarial Science, Econometrics, Quantitative Finance, or related discipline

Honours/Masters; CFA/FRM or progress toward these certifications

Tools

Python

R

Power BI

Job description

A leading financial institution in South Africa is looking for a highly analytical Quantitative Analyst to join their Corporate & Investment Banking team. This role involves applying advanced quantitative techniques for pricing strategies and portfolio optimization. The ideal candidate will have a degree in a quantitative discipline, strong financial modeling skills, and at least 2-3 years of experience in a related banking or financial services role. This opportunity combines complex analytical work with stakeholder engagement to drive data-driven decision-making.