Quantitative Analyst: Pricing at Absa Group Limited (Absa)

Job Summary

• The purpose of the role is to play a key role around support and pricing function initiatives. Individual will assist with developing the pricing application for loan pricing from a quantitative perspective, will help to put together technical specifications for loan instruments for pricing application. Ensure the deals priced are in line with the overall risk adjusted return objectives of the business. Assist with the development and continual build out of pricing application including quantitative advise and support of instruments.

Job Description

• This role will provide advice & support in the development & implementation of pricing activities; enabling the provision of new products and investment portfolio pricing structures.
• Support across loan pricing products.
• Help with the management of pricing inputs in to determining pricing levels.
• Data BI to support decision making in the business areas supporting using data for pricing insights.
• Support the development of models and support internal model governance
• Support the facilitation of the optimization of value-aligned performance measures (risk adjusted return measures e.g. Return on Risk Weighted Assets, Return on Economic Capital based on the plans for the clusters)
• Analyze the impact of upcoming regulation that has the potential to impact the availability of financial resources from a loan pricing perspective.

Education

• Minimum qualification – Quantitative, Applied Mathematics, Actuarial Science, Econometrics.
• Preferred qualification – Honors, Masters, CFA/FRM or studying towards these qualifications.

Preferred Experience

• 2 /3 years of experience in quantitative, financial modelling, quantitative regulatory and/or financial analysis
• 3 years financial services exposure
• Must have experience engaging with senior Stakeholders
• Must have 3/4 years pricing experience

Knowledge and Skills

• Ability to build sound relationships with stakeholders
• Priorities the output of the team/self, ensuring delivery within deadlines.
• Ability to work well under pressure.
• Ability to absorb large volumes of information and identify the critical parts.
• Understanding complexity and cross-functional work.
• Very strong analytical and quantitative ability.
• Identifies and builds on financial resource efficiency opportunities.
• Have a good understanding and is up to date with relevant market and economic activity
• Strong financial modelling abilities and data analytics.
• Knowledge of banking products and related financial issues.
• Review and challenge existing / developing financial / statistical models.
• Ability to promote team spirit and culture.

Education

• Bachelor`s Degrees and Advanced Diplomas: Business, Commerce and Management Studies (Required)

End Date: January 23, 2026