Senior Quantitative Analyst

To enhance and maintain the models used for the calculation of Credit RWA and IFRS9 impairments for the Retail portfolios. The incumbent will contribute to a team which specialises in a focus on credit risk

Job Responsibilities

Responsibilities include (but are not limited to) :

• Provision of MI, analysis and reporting on monthly capital and impairment results
• Updates to EAD, PD and LGD models for Basel and IFRS9 purposes
• Analytics around IFRS9 impairments
• Analytics around Credit Capital (both RWA and ECAP), including, but not limited to, items such as RWA attribution development, ECAP vs. RWA analysis, ECAP optimisation
• Stay abreast of developments in field of expertise, ensuring personal and professional growth.
• Understand and embrace the Nedbank vision and values, leading by example.
• Deliver services to internal client expectations.
• Build internal and external stakeholder relationships.
• Sharing knowledge and insights with members of the team

People Specification

Essential Qualifications - NQF Level

Preferred Qualification

3-year qualification in a Mathematical related BSc,Engineering,CFA, FRM, CQF

Minimum Experience Level

At least 5 years relevant experience in an analytical environment

Model development experience - capital and / or impairments is preferred

Technical / Professional Knowledge

Please contact the Nedbank Recruiting Team at

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Nedbank Ltd Reg No 1951 / / 06.

Authorised financial services and registered credit provider (NCRCP16).

For assistance please contact the Nedbank Recruiting Team at

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