Senior Quantitative Analyst – Credit Portfolio Analytics

apartmentCommunicate Recruitment placeJohannesburg calendar_month 

In this senior role, you will play a critical part in shaping credit portfolio strategy across the full credit lifecycle. Working with large, complex datasets, youll apply advanced statistical techniques, machine learning and automation to deliver actionable insights that optimise risk-adjusted returns and strengthen proactive risk management.

Youll collaborate closely with senior stakeholders, advising on origination strategies, portfolio optimisation, capital efficiency and pricing, while contributing to sophisticated stress testing and scenario analysis frameworks. This role offers both strategic influence and hands-on analytical depth.

Duties & Responsibilities:

Lead the development and enhancement of credit portfolio analytics frameworks to support effective risk management and portfolio optimisation

Deliver advanced riskreturn, economic capital and RWA analytics, providing insight to support strategic decision-making

Advise on credit origination modelling strategies, ensuring alignment with portfolio objectives and defined risk appetite
Apply advanced statistical techniques and machine learning methodologies to enhance predictive and prescriptive insights across the credit lifecycle
Design, implement and monitor portfolio tilt and optimisation strategies, recommending actions to improve performance
Conduct deep-dive analyses into credit portfolios to identify performance drivers, emerging risks and strategic opportunities
Support and contribute to stress testing, scenario analysis and attribution models to assess portfolio resilience
Provide analytical input into credit pricing strategies to optimise risk-adjusted returns
Develop and maintain interactive dashboards and visualisation tools for real-time portfolio monitoring and executive reporting
Translate complex analytical outputs into clear, actionable insights for senior stakeholders and decision-makers
Collaborate cross-functionally to integrate analytics into strategic planning, risk appetite and governance frameworks

Lead and contribute to high-impact analytical initiatives, balancing strategic leadership with hands-on execution

Mentor and support junior analysts, promoting best practices, technical excellence and continuous learning within the team

Qualifications and experience: Degree in Mathematics, Statistics, Financial Engineering, Economics, Actuarial Science or a related quantitative field

Postgraduate qualification and/or professional certifications (e.g. Data Science, Machine Learning, FRM, CFA) advantageous
5+ years experience in credit risk analytics, portfolio analytics or a closely related quantitative role
Demonstrated ability to work on complex, large-scale portfolios within a structured risk environment

Experience partnering with senior stakeholders and translating analytics into strategic insight

Apply now!

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