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  • Posted: Dec 1, 2025
    Deadline: Dec 8, 2025
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  • Absa Group Limited (Absa) has forged a new way of getting things done, driven by bravery and passion, with the readiness to realise the possibilities on our continent and beyond.
    Read more about this company

     

    Senior Quantitative Portfolio Manager

    Job Summary

    • We are looking for a seasoned professional to lead credit portfolio risk initiatives within Absa’s Corporate and Investment Banking division. This front-office role requires a thought leader who can drive product development, enhance risk methodologies, and deliver actionable insights across wholesale credit portfolios in South Africa and ARO.

    Job Description

    Product Development & Enhancement

    • Act as a thought leader in credit portfolio risk, covering credit instruments and counterparty credit risk.
    • Understand Absa’s current model environment and global best practices in Credit Portfolio Management, including structured solutions.
    • Oversee technical QA library development for business enablement.
    • Manage sector analysis, market-implied spreads, and other industry indicators.
    • Develop communication protocols with Risk for internal clients and assist with EC framework implementation.
    • Create challenger approaches to risk parameter models (PD, LGD, EAD) and develop “real-world” models for internal and external use.
    • Assess and advise on regulatory impacts from a business perspective.

    Risk Management

    • Complete compliance attestations for model development.
    • Develop portfolio risk interrogation techniques to understand risk-return deltas.
    • Ensure all products and activities comply with legal, regulatory, and Group policy requirements.
    • Promote a culture of proactive compliance as the first line of defense.

    Product Management

    • Build and maintain a technical and operational product knowledge library.
    • Conduct continuous market analysis of credit portfolio trends and global regulatory guidance, providing insights to stakeholders.

    Client Focus

    • Collaborate closely with Credit, Coverage, and Transactor teams to deliver integrated solutions.
    • Build and maintain trusted relationships with internal and external clients, reflecting Absa’s values.

    Research & Innovation

    • Lead development and implementation of alternative risk measurement approaches and parameter models.
    • Engage in industry networking and conferences to stay ahead of market and regulatory changes.

    Education & Experience Required

    • Minimum: Quantitative or Finance degree (Applied Mathematics, Actuarial Science, Econometrics).
    • Preferred: Honours/Masters, CFA or FRM certification.
    • Experience: Minimum 5 years in quantitative modelling, financial analysis, or regulatory risk frameworks.
    • Practical exposure to Markets, Sales, Loan Structuring, Portfolio Management, and Credit.
    • Proven ability to translate concepts into real-world solutions.

    Knowledge & Skills

    • Advanced analytical and statistical modelling skills.
    • Expertise in EC and RC frameworks for market and credit risk.
    • Ability to develop defensible recommendations from incomplete datasets.
    • Strong communication skills to simplify technical concepts for non-technical audiences.

    Competencies

    • Adapting and responding to change
    • Analysing and applying expertise
    • Creating and innovating
    • Evaluating and initiating action
    • Learning and researching
    • Persuading and influencing
    • Relating and networking

    End Date: December 8, 2025

    Check how your CV aligns with this job

    Method of Application

    Interested and qualified? Go to Absa Group Limited (Absa) on absa.wd3.myworkdayjobs.com to apply

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