Quantitative Analyst: Credit Risk & Pricing Analytics
Omega Recruitment and Talent Search · Johannesburg, Gauteng
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Our client, a leading financial services provider, is looking for a Quantitative Analyst to turn data into decisions that shape their credit portfolio. If you’re a credit risk professional who loves modelling, machine learning and seeing your insights influence real pricing and strategy, this permanent, hybrid role in Sandton is worth a conversation.
The opportunity You’ll use data science and machine learning to improve credit portfolio performance, pricing decisions and risk-adjusted returns. You’ll work closely with stakeholders to feed analytics into strategic planning and risk appetite frameworks, and contribute to model development across the credit lifecycle.
Key responsibilities
- Maintain advanced analytics frameworks for credit portfolio management
- Enhance traditional modelling approaches and apply machine learning to deliver predictive and prescriptive insights
- Research and evaluate innovative analytical techniques to improve model development, performance and efficiency
- Contribute to origination modelling strategies aligned to portfolio objectives and risk appetite
- Conduct deep dive analysis into credit portfolios to identify performance drivers, emerging risks and rebalancing opportunities
- Build interactive dashboards and visualisation tools for real-time portfolio monitoring
- Run pricing analytics to assess risk-based pricing strategies and risk-adjusted returns
- Compare model-predicted outcomes against actual portfolio performance and realised profitability
- Contribute to client-level pricing frameworks that balance customer value, risk and profitability
- Support cross-sell and customer behaviour analytics to identify growth opportunities
- Share knowledge and best practice within a collaborative, high-performance team
Minimum requirements
- Degree in Mathematics, Statistics, Financial Engineering, Economics, Actuarial Science or a related quantitative field
- 2+ years’ experience in credit risk analytics, portfolio management or a related field
- Proven hands-on experience with SAS, Python, R and SQL
- Familiarity with IFRS 9, Basel frameworks and advanced credit modelling techniques
- Strong analytical and problem-solving skills
- Strong communication and stakeholder engagement skills, with the ability to influence decisions
Advantageous
- Postgraduate qualification or certification in Data Science or Machine Learning
- FRM or CFA
The person Adaptable, results-driven and commercially minded, with a curious, continuous-learning mindset and a commitment to continuous improvement. Why this role?
- High-impact work that drives real business outcomes
- Exposure to a digital transformation agenda
- A collaborative, high-performance team that invests in your growth
- Permanent position with hybrid flexibility in Sandton