Senior Quantitative Analyst
Location
johannesburg, johannesburg
Job Type
Full-time
Category
Other-General
Posted
June 14, 2026
Job Description:
An exciting opportunity exists for a Senior Quantitative Analyst to lead complex modelling initiatives within an enterprise risk environment. This role focuses on building, owning, and enhancing quantitative models that support critical risk and regulatory frameworks.
You will operate across the full model lifecycle, from data sourcing and development through to validation, interpretation, and executive-level reporting. The role requires both strong technical capability and the ability to translate complex outputs into meaningful business insights.
Key responsibilities include:
Leading the design, development and ownership of quantitative risk models across:
- Asset & Liability Management (ALM)
- Liquidity risk
- Interest Rate Risk in the Banking Book (IRRBB)
- Market risk and selected credit risk models
- Supporting enterprise and board-level ris...