Investment Banking
Career Stream
Quantitative
Leadership Pipeline
Manage Self: Professional
Job Purpose
- To work closely with Business and Risk stakeholders in delivering holistic quantitative solutions that contribute to the development and maintenance of market risk and counterparty credit risk valuation methodologies ensuring alignment with regulatory frameworks and international best practices.
- Perform first line model validation of trading and risk models covering market risk and counterparty credit risk models.
- Provide quantitative support to various internal and external stakeholders on valuation and modelling related queries.
- Provide PFE and other counterparty related analytics to Risk and Business stakeholders to support the credit management process.
- Contribute to Nedbanks holistic valuation framework to ensure accuracy and alignment to industry best practices.
- Seek opportunities to improve business processes; models and systems by identifying and recommending effective ways to operate and adding value to Nedbank.
- Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis.
- Ensure business needs are met by engaging and assisting business through regular interaction and attendance at forums and committees.
- Establish understanding of processes by bridging the gap between operational and analytical concepts through communication.
- Enable skilling and required corrective action to take place by sharing knowledge and industry trends with team and stakeholders during formal and informal interaction.
- Contribute to a culture conducive to the achievement of transformation goals by participating in Nedbank Culture building initiatives (e.g. staff surveys etc).
- Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis.
- Ensure product and/or solution design is congruent with the required business specifications through meeting stakeholder requirements timeously.
- Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis.
- Ensure product and/or solution design is congruent with the required business specifications through meeting stakeholder requirements timeously.
- Ensure business needs are met by engaging and assisting business through face to face interaction and attendance at forums and committees .
- Professional Qualifications/Honours Degree
- Post graduate degree in Statistics/Mathematics, and or Actuarial Science
- CFA/ FRM/CQF
- 2-5 years Experience
- Proficiency with Python, Matlab, or R
- Relevant regulatory knowledge
- Analytical Skills
- Industry trends
- Risk management process and frameworks
- Business writing skills
- Business Acumen
- Adaptability
- Applied Learning
- Earning Trust
- Communication
- Stress Tolerance
- Driving for results
- Continuous Improvement
- Technical/Professional Knowledge and Skills
