Senior Quantitative Analyst: Credit Scorecard & Ml

Nedbank; Johannesburg; On-site; ZAR 1,500,000 - 2,100,000; Full time

Benefits offered by this job

Highly competitive salary with bonuses

Long-term incentives and equity

Medical, dental, and vision coverage

Advanced computing resources and tech

Job summary

Nedbank in Sandton's financial district seeks a Senior Quantitative Analyst to develop models for trading strategies, risk management, and product development. You will work with large data sets, advanced tech, and collaborate with traders, PMs, and risk officers.

The ideal candidate holds a PhD or MSc in a quantitative field, with strong programming skills (Python, R, C++), a deep understanding of financial markets, derivatives, and portfolio theory.

Qualifications

• Ph.D. or Master's degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Minimum of 5 years of experience as a Quantitative Analyst or in a similar quantitative role within the financial industry.
• Advanced programming skills in at least one relevant language (e.g., Python, C++, R).
• Strong understanding of financial markets, derivatives, and portfolio theory.
• Proven experience with statistical modeling, machine learning, and data analysis techniques.
• Excellent analytical, problem-solving, and research capabilities.

Responsibilities

• Design, develop, test, and deploy quantitative models for trading strategies, pricing, and risk management.
• Analyze large financial datasets to identify patterns, opportunities, and risks.
• Implement models using programming languages such as Python, R, C++, or similar.
• Collaborate with portfolio managers and traders to understand their needs and integrate models into workflows.
• Conduct research into new quantitative methodologies and financial instruments.
• Ensure the robustness, scalability, and accuracy of all developed models.

Skills

Quantitative analysis

Programming (Python/R/C++)

Machine learning

Data analysis

Derivatives knowledge

Education

PhD in Quantitative field

Masters in Quantitative field

Tools

Python

R

C++

Job description

Our client, a leading firm in the heart of Sandton 's financial district, is seeking a brilliant Senior Quantitative Analyst . This role is central to developing and implementing sophisticated mathematical models and statistical techniques to drive trading strategies, risk management, and product development. You will work with large datasets, cutting-edge technology, and collaborate closely with traders, portfolio managers, and risk officers. The ideal candidate possesses a strong academic background in a quantitative field, exceptional programming skills, and a deep understanding of financial markets. This is a high-impact role for a top-tier quant seeking challenging problems and significant rewards in the dynamic financial markets .

About the Role

Our client, a leading firm in the heart of Sandton 's financial district, is seeking a brilliant Senior Quantitative Analyst . This role is central to developing and implementing sophisticated mathematical models and statistical techniques to drive trading strategies, risk management, and product development. You will work with large datasets, cutting-edge technology, and collaborate closely with traders, portfolio managers, and risk officers. The ideal candidate possesses a strong academic background in a quantitative field, exceptional programming skills, and a deep understanding of financial markets. This is a high-impact role for a top-tier quant seeking challenging problems and significant rewards in the dynamic financial markets .

Key Responsibilities

• Design, develop, test, and deploy quantitative models for trading strategies, pricing, and risk management.
• Analyze large financial datasets to identify patterns, opportunities, and risks.
• Implement models using programming languages such as Python, R, C++, or similar.
• Collaborate with portfolio managers and traders to understand their needs and integrate models into workflows.
• Conduct research into new quantitative methodologies and financial instruments.
• Ensure the robustness, scalability, and accuracy of all developed models.

Requirements

• Ph.D. or Master's degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Minimum of 5 years of experience as a Quantitative Analyst or in a similar quantitative role within the financial industry .
• Advanced programming skills in at least one relevant language (e.g., Python, C++, R).
• Strong understanding of financial markets, derivatives, and portfolio theory.
• Proven experience with statistical modeling, machine learning, and data analysis techniques.
• Excellent analytical, problem-solving, and research capabilities.

Benefits

• Highly competitive salary with significant performance-based bonuses.
• Attractive long-term incentives and equity participation options.
• Comprehensive medical, dental, and vision coverage.
• Access to advanced computing resources and cutting-edge financial technologies.
• Intellectually