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  • Posted: Apr 8, 2026
    Deadline: Not specified
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  • Capitec Bank is a South African commercial bank. As of February 2017 the bank was the third largest in South Africa with 120,000 customer opening new accounts per month. To simplify banking, we’ve developed an all-inclusive banking solution. Global One is the one solution that enables you to transact, save and access credit in realtime. We also believe in ...
    Read more about this company

     

    Quantitative Analyst

    About the Role

    • This role is for an experienced quantitative professional who enjoys solving complex problems at enterprise level. You’ll design, develop and own quantitative models that underpin liquidity risk, capital adequacy, ALM, IRRBB and stress testing, operating across the full model lifecycle, from data through to executive insight.
    • Beyond technical delivery, you’ll act as a trusted advisor to senior stakeholders, translating regulatory frameworks and risk strategy into robust, interpretable models that stand up to scrutiny.

    What You'll Be Doing

    • Leading the design, development and ownership of quantitative risk models, with a strong focus on:
    • Asset & Liability Management (ALM)
    • Liquidity risk
    • Interest Rate Risk in the Banking Book (IRRBB)
    • Market risk and selected credit risk models
    • Support enterprise and board‑level risk metrics, including capital adequacy, liquidity risk and regulatory reporting requirements
    • Translate risk strategy and regulatory frameworks into practical, operational models and insights
    • Work across the full model lifecycle - from data sourcing and preparation through to modelling, validation, interpretation and stakeholder engagement
    • Partner closely with Risk, Treasury, Data Engineering and Senior Stakeholders to ensure models are fit‑for‑purpose and well understood
    • Operate as a technical lead and subject‑matter expert, guiding best practice within the quantitative space

    What We Are Looking For
    Experience (minimum):

    • At least 4 years’ hands‑on experience in quantitative risk modelling within banking, financial services or risk consulting
    • Strong experience building (not just using) quantitative models
    • Proven exposure to regulatory capital and liquidity frameworks (ICAAP, ILAAP, LCR, NSFR, CAR)
    • Experience with stress testing and economic capital modelling
    • Strong programming skills in Python or R, with SQL for data extraction

    Experience (ideal):

    • 7+ years’ experience in enterprise‑wide or Board‑facing quantitative roles
    • Direct involvement in ICAAP / ILAAP or regulatory stress testing submissions
    • Exposure to Basel III / IV interpretation and application
    • Experience with A‑IRB credit risk models (PD, LGD, EAD) and advanced liquidity behavioural modelling
    • Experience mentoring or technically guiding junior quants

    Qualifications (Minimum)

    • Honours Degree in Mathematics or Statistics

    Qualifications (Ideal or Preferred)

    • Masters Degree in Mathematics or Statistics

    Skills

    • Analytical Skills
    • Attention to Detail
    • Communications Skills
    • Computer Literacy (MS Word, MS Excel, MS Outlook)
    • Numerical Reasoning skills

    Check how your CV aligns with this job

    Method of Application

    Interested and qualified? Go to Capitec Bank on careers.capitecbank.co.za to apply

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