Quantitative Analyst

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Job Summary We’re seeking a highly analytical and detail‑oriented Quantitative Analyst to join our Corporate & Investment Banking team. This role is critical in applying advanced quantitative techniques to pricing strategies, portfolio optimization, and structuring activities across CIB and Wholesale Lending (Pan‑ARO), ensuring alignment with risk‑adjusted return objectives.

Job Description

• Design, implement, and enhance quantitative pricing models across CIB and Business Banking.
• Maintain and refine pricing hurdles using statistical and optimization techniques, ensuring regulatory compliance.
• Provide data‑driven insights and advisory on pricing and regulatory matters.
• Apply quantitative methods to loan pricing and structuring decisions, leveraging advanced analytics for optimal outcomes.
• Develop and validate predictive models supporting portfolio management and risk‑adjusted performance measures.

• Monitor and analyze risk‑adjusted performance metrics and financial resource utilization across portfolios.
• Deliver quantitative insights to the Strategic Portfolio Management Committee and related forums.
• Utilize tools such as Python, R, and Power BI for advanced analytics, scenario modeling, and visualization.
• Support structuring activities, including capital optimization and risk transfer strategies, through robust quantitative frameworks.

• Communicate complex quantitative findings clearly to non‑technical stakeholders.
• Collaborate with cross‑functional teams to ensure alignment of pricing and portfolio objectives.

• Strong quantitative and analytical ability, with expertise in statistical modeling and optimization.
• Advanced financial modeling, data analytics, and programming skills (Python, R, SQL).
• Solid understanding of banking products, risk frameworks, and regulatory requirements.
• Ability to translate complex data into actionable insights.
• Excellent communication and presentation skills.
• Commercially minded with a problem‑solving approach.

• Minimum:
  Degree in Applied Mathematics, Actuarial Science, Econometrics, Quantitative Finance, or related discipline.
• Preferred:
  Honours/Masters; CFA/FRM or progress toward these certifications.
• Experience:
  
  2–3 years in quantitative analysis, financial modeling, risk or portfolio analytics within banking or financial services.

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

Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank.

Absa Bank Limited reserves the right not to make an appointment to the post as advertised.

Senior Level: Mid‑Senior level;

Employment Type:

Full‑time;
Job Function:
Research, Analyst, and Information Technology;
Industries:
Banking and Financial Services.