Senior Quantitative Risk Modelling Lead — Credit & Market

Fnbnamibia; Johannesburg; Presencial; ZAR 1.200.000 - 2.000.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Medical aid

Provident fund

Professional development

Descripción de la vacante

Senior Quantitative Analyst in Johannesburg, South Africa, to join a leading financial institution's Financial Risk Modeling team. You will develop and validate advanced models for credit, market, and operational risk, back-test, and ensure Basel IFRS compliance while supporting strategic decisions with rigorous analysis.

The role requires a PhD or Master’s in a quantitative field, 6+ years in banking, strong Python/R/C++/Java and SQL skills, and excellent communication for presenting to senior

Formación

• Master's degree or Ph.D. in Quantitative Finance, Mathematics, Statistics, Physics, or related field.
• Minimum of 6 years of experience in quantitative analysis within banking/financial services.
• Proven expertise in developing and validating credit risk, market risk, or operational risk models.
• Strong programming skills in Python, R, C++, or Java.
• Proficiency with data manipulation and database querying (SQL).
• Familiarity with Basel III/IV, IFRS 9 and regulatory frameworks.
• Excellent analytical, problem-solving, and communication skills.

Responsabilidades

• Develop, validate, and implement quantitative models for financial risk assessment (credit, market, operational).
• Perform complex statistical analysis and back-testing of models.
• Ensure regulatory compliance (Basel III/IV, IFRS 9).
• Collaborate with business units to translate risk needs into quantitative solutions.
• Prepare detailed documentation of models, methodologies, and assumptions.
• Present analytical findings to senior management and regulators.
• Mentor junior analysts and contribute to team development.
• Monitor model performance and recalibrate as needed.
• Stay updated with industry trends and regulatory changes.

Conocimientos

Python

R

C++

Java

SQL

Quantitative modeling

Regulatory knowledge

Communication

Mentoring

Educación

Master's/PhD in Quantitative Finance/Math/Stats

Herramientas

Python

R

C++

SQL

Descripción del empleo

Senior Quantitative Analyst in Johannesburg, South Africa, to join a leading financial institution's Financial Risk Modeling team. You will develop and validate advanced models for credit, market, and operational risk, back-test, and ensure Basel IFRS compliance while supporting strategic decisions with rigorous analysis.

The role requires a PhD or Master’s in a quantitative field, 6+ years in banking, strong Python/R/C++/Java and SQL skills, and excellent communication for presenting to senior