Job Family Investment BankingCareer Stream QuantitativeLeadership Pipeline Manage Self: ProfessionalJob Purpose

Exciting opportunity to work closely with Business and Risk stakeholders in delivering holistic quantitative solutions that contribute to the development and maintenance of market risk and counterparty credit risk valuation methodologies, ensuring alignment with regulatory frameworks and international best practices

Job Responsibilities Perform first line model validation of trading and risk models covering market risk and counterparty credit risk models. Provide quantitative support to various internal and external stakeholders on valuation and modelling related queries.  Provide PFE and other counterparty related analytics to Risk and Business stakeholders to support the credit management process. Contribute to Nedbank’s holistic valuation framework to ensure accuracy and alignment to industry best practices. Seek opportunities to improve business processes; models and systems by identifying and recommending effective ways to operate and adding value to Nedbank. Contribute to the development of differentiated; superior solutions (solution engineering) that meet stakeholder and business requirements through analysis. Ensure business needs are met by engaging and assisting business through regular interaction and attendance at forums and committees. Establish understanding of processes by bridging the gap between operational and analytical concepts through communication. Enable skilling and required corrective action to take place by sharing knowledge and industry trends with team and stakeholders during formal and informal interaction

 

Essential Qualifications - NQF Level Advanced Diplomas/National 1st Degrees Preferred Qualification

Post graduate degree in Statistics/ Mathematics /Actuarial Science/Financial Mathematics

Preferred Certifications

CFA/ FRM/CQF

Minimum Experience Level

2-5 Years’ Experience

Technical / Professional Knowledge Business Acumen Industry trends Microsoft Office Principles of project management Relevant regulatory knowledge Relevant software and systems knowledge Risk management process and frameworks Business writing skills Microsoft Excel Quantitative Skills Behavioural Competencies Adaptability Applied Learning Earning Trust Communication Stress Tolerance Driving for results Continuous Improvement Technical/Professional Knowledge and Skills

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Please contact the Nedbank Recruiting Team at +27 860 555 566