Specialist: Quantitative Analytics
Nedbank · Johannesburg, Gauteng

Job Purpose
Develop, maintain, and reground best practice pricing and profitability models to facilitate world-class risk management and achieve strategic objectives. Provide input into strategic objectives and ensure delivery.
Job Responsibilities
- Take responsibility for the development, approval, back-testing, validation, and benchmarking of pricing and profitability models.
- Establish monitoring reports to track model stability and recommend corrective actions.
- Optimize business processes and systems for pricing and profitability across the credit life-cycle.
- Contribute to solution engineering that meets stakeholder and business requirements.
- Ensure solutions are aligned with business specifications and Group Pricing policy.
- Liaise with stakeholders to deliver actionable insights and commercial recommendations.
- Improve customer experience through data analysis impacting credit application strategies.
- Develop models using advanced analytical/machine learning techniques.
Requirements
- Advanced Diplomas/National 1st Degrees required; postgraduate degree in Statistics/Mathematics/Finance preferred.
- Minimum 6 years of analytical experience in the financial industry.
- Proficiency in SAS, SQL, or Python.
Behavioural Competencies
- Earning Trust
- Coaching
- Customer Focus
- Decision Making
- Innovation
- Continuous Improvement