Quantitative Analyst

Requisition Details & Talent Acquisition Contact

REQ 130549 - Twanette Coetser

Closing Date - 20 December 2023

Cluster & Location

Total Business Banking and Retail - CVM

135 Rivonia, Sandton - Gauteng

Career Stream

Quantitative

Leadership Pipeline

Manage Self: Professional

Quantitative Analyst

Job Purpose

We are looking for a Quantitative Analyst to join our Deal Underwriting: Credit Team.

In this role you will be required to develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management and/or attainment of strategic objectives. We look forward to reviewing your application!

Job Responsibilities

Ensuring our credit risk expectations are accurate.
Using an array of bureau, internal and captured data to drive profit-creating and risk-reducing decisions.
Build and formally present reports by monitoring business performance within the set risk appetite and through analysis.
Identifying and explaining any differences between actual performances and expectations
Adjusting expectations or changing credit risk policy rules for sub populations not addressed by our credit risk scorecards.
Safeguarding the business against reckless lending and risk levels outside our targeted risk appetite
Building Optimisation/Sensitivity models to determine best fit pricing.
Assessing current profitability and finding ways to improve it through the use of data.
Testing and Optimisation of our credit pricing decision systems
General Reporting and MI, and report automation
Utilising machine learning to build and maintain risk expectation.
Channel MI and analytics
Run channel optimisation projects with strategy team.
Set up, execute and track test and learn initiatives for CVPs within channel.
Manage and optimise channel data structures.
Building and maintaining effective relationships with internal and external stakeholders
Analysing and interpreting quantitative and qualitative data