About this role
REQUISISTION DETAILS
REQ: 148018 Thembi Mtshali
Location: Sandton,Johannesburg( Hybrid)
Closing Date: 14 October 2026
Job Family
Investment Banking
## Career Stream
Quantitative
## Leadership Pipeline
Manage Self: Professional
## FAIS Affected
Job Purpose
Support the development and application of advanced quantitative analytics to improve credit portfolio performance, pricing decisions and risk-adjusted returns as well as Model development. Leverage data science, machine learning and automation to deliver actionable insights and innovative solutions aligned with Nedbank’s digital transformation strategy.
Job Responsibilities
• Maintain advanced analytics frameworks for credit portfolio management.
• Contribute to enhancing traditional modelling approaches and apply machine learning methodologies to deliver predictive and prescriptive insights across the credit lifecycle.
• Research, evaluate and assess innovative analytical techniques and methodologies to enhance model development, performance and efficiency.
• Contribute to the development of origination modelling strategies and methodology to align with portfolio objectives and risk appetite.
• Assist in deep dive analysis into credit portfolios to identify performance drivers, emerging risks and opportunities for strategic portfolio rebalancing.
• Build interactive dashboards and visualisation tools for real-time portfolio monitoring.
• Conduct pricing analytics to assess the effectiveness of risk-based pricing strategies, assess optimisation opportunities and risk-adjusted returns.
• Compare model-predicted outcomes against actual portfolio performance to evaluate pricing models, assumptions and realised profitability.
• Contribute to the development and enhancement of client-level pricing frameworks to support holistic relationship-based pricing, balancing customer value, risk and profitability across the client portfolio.
• Support cross-sell and customer behaviour analytics that will inform and identify growth opportunities and optimise customer value.
• Collaborate with stakeholders to integrate analytics into strategic planning and risk appetite frameworks.
• Contribute to a collaborative and high-performance team environment through sharing knowledge, best practices and insights supporting innovation, continuous learning and professional development.
Essential Qualifications
• Degree in Mathematics, Statistics, Financial Engineering, Economics, Actuarial Science, or related quantitative field.
• Postgraduate qualification or certifications in Data Science, Machine Learning or FRM/CFA advantageous.
Minimum Experience Level
• 2+ years in credit risk analytics, portfolio management or related fields.
• Proven experience with SAS, Python, R and SQL analytics platforms.
• Familiarity with IFRS9, Basel frameworks and advanced credit modelling techniques.
Technical / Professional Knowledge
• Strong analytical and problem-solving skills.
• Strong communication and stakeholder engagement.
• Curiosity and a continuous learning mindset.
Behavioural Competencies
- Adaptability
- Applied Learning
- Communication
- Continuous Learning
- Continuous Improvement
- Driving for Results
- Influencing
- Business Acumen
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Please contact the Nedbank Recruiting Team at +27 860 555 566