Quantitative Analyst at Nedbank

•  Quants (2-4 years) or senior quants from 3+ years from other banks (Ideally banking)   
•  Credit Analytics & Retail Banking experience is strongly preferred
•  IFRS9, Scorecard building experience preffered

Qualification:

•  BSc in Quantitative Analytics, Statistics, Applied Mathematics,  Financial,  Computer Science or Financial Engineering
•   Post grad prefferable

Skills:

• Experience in statistical coding is required as well as a proven track record in solving problems using analytics & data.
•  SQL
•  VBA Excel
•  Matlab
•  Python

Required Competencies:

•   Otimising customer mix through Application & behavioural scorecard building.
•  Business Acumen
•  Risk Management process and frameworks for stakeholder recommendations
•  Loss forecasting and stress testing
•  Industry trends for roles in credit
•  Capital and impairment modelling
•  Analytics in collections, fraud, marketing & sales
•  Set product pricing and credit policy