Quantitative Dealmaker: Structured Finance Modeller

Fnbnamibia; Johannesburg; On-site; ZAR 600,000 - 700,000; Full time

Job summary

Fnbnamibia in Johannesburg seeks a Quantitative Transactor to build, price and validate complex models for investment transactions. You will own the modelling workstream, ensuring consistency with credit, legal, and regulator requirements.

The role focuses on pricing, stress testing and data analysis, handling large loan-level data, and turning outputs into client-ready materials under tight deadlines.

Qualifications

• Postgraduate degree in actuarial science or related quantitative field.
• Proven modelling experience in finance or banking settings.
• Strong ability to build, validate and review complex financial models.

Responsibilities

• Build, price and validate pricing and cash-flow models for transactions.
• Analyse loan-level and portfolio data to feed model inputs.
• Own the modelling workstream and deliver under tight timelines.
• Prepare term sheets, credit papers and client presentations.
• Ensure models align with regulatory and documentation requirements.

Skills

Modelling

Pricing

Data analysis

Model governance

Education

Honours/Master's in Actuarial Science

Tools

Excel

R

Python

Job description

Fnbnamibia in Johannesburg seeks a Quantitative Transactor to build, price and validate complex models for investment transactions. You will own the modelling workstream, ensuring consistency with credit, legal, and regulator requirements.

The role focuses on pricing, stress testing and data analysis, handling large loan-level data, and turning outputs into client-ready materials under tight deadlines.