Quantitative Analyst

About the role

We are looking for two Quantitative Analysts to join FNB’s talent team. The role focuses on designing, developing and validating advanced quantitative models that support credit risk management, regulatory compliance and portfolio performance. You will work with minimal supervision, translating complex data into actionable insights that drive strategic decisions.

Key responsibilities

• Design, develop and optimise quantitative models and analytical frameworks for credit risk, IFRS9, and regulatory reporting.
• Participate in cross‑functional projects across the credit lifecycle (origination, monitoring, collections, provisioning).
• Validate model outputs, create reports and presentations for senior stakeholders.
• Collaborate with business partners to define metrics, delivery plans and performance tracking.
• Assist in production‑isation of analytics within FirstRand architecture.
• Contribute to model libraries using advanced statistical, econometric and machine‑learning techniques.
• Translate business requirements into robust analytical solutions.

Required profile

• Bachelor’s degree in Mathematics, Statistics, Engineering, Computer Science, Econometrics, Physics or Actuarial Science.
• 3–5 years of experience in credit analytics or a similar quantitative environment.
• Familiarity with banking regulations such as BID‑2 and IFRS9.
• Strong communication and interpersonal abilities.

Required skills

• Proficiency in SAS, SQL, Python or R (intermediate to advanced level).
• Experience with statistical modelling and data analysis.