Senior Quantitative Analyst

Recruiter:

wePlace

Job Ref:

JHB000930/SNDV

Date posted:

Friday, August 28, 2026

Location:

Cape Town, South Africa

SUMMARY:

Our client is looking for a Senior Quantitative Analyst to join their collaborative and fast-growing team.

POSITION INFO:
About The Role This role is for an experienced quantitative professional who enjoys solving complex problems at enterprise level. You'll design, develop and own quantitative models that underpin liquidity risk, capital adequacy, ALM,IRRBB and stress testing, operating across the full model lifecycle, from data through to executive insight. Beyond technical delivery, you'll act as a trusted advisor to senior stakeholders, translating regulatory frameworks and risk strategy into robust, interpretable models that stand up to scrutiny. What You'll be Responsible For Leading the design, development and ownership of quantitative risk models, with a strong focus on: Asset & Liability Management (ALM) Liquidity risk Interest Rate Risk in the Banking Book (IRRBB) Market risk and selected credit risk models Support enterprise and boardâlevel risk metrics, including capital adequacy, liquidity risk and regulatory reporting requirements Translate risk strategy and regulatory frameworks into practical, operational models and insights Work across the full model lifecycle - from data sourcing and preparation through to modelling, validation, interpretation and stakeholder engagement Partner closely with Risk, Treasury, Data Engineering and Senior Stakeholders to ensure models are fitâforâpurpose and well understood Operate as a technical lead and subjectâmatter expert, guiding best practice within the quantitative space What We Are Looking For Experience (minimum): 5-7 years' handsâon experience in quantitative risk modelling within banking, financial services or risk consulting Strong experience building (not just using) quantitative models Proven exposure to regulatory capital and liquidity frameworks (ICAAP, ILAAP, LCR, NSFR, CAR) Experience with stress testing and economic capital modelling Strong programming skills in Python or R, with SQL for data extractio Experience (ideal): 7+ years' experience in enterpriseâwide or Boardâfacing quantitative roles Direct involvement in ICAAP \/ ILAAP or regulatory stress testing submissions Exposure to Basel III \/ IV interpretation and application Experience with AâIRB credit risk models (PD, LGD, EAD) and advanced liquidity behavioural modelling Experience mentoring or technically guiding junior quant Qualifications Minimum: Honours degree in Mathematics, Statistics or a related quantitative discipline Preferred: Master's degree in Mathematics, Statistics, Engineering, Econometrics or Finance Professional certifications such as CFA, FRM or PRM are advantageou Conditions of Employment Clear criminal and credit record Should you not receive a response from us within one week of your application, your application has unfortunately not been successful. You can visit our website for more vacancies: \/

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