Quantitative Analyst: Credit Risk & Pricing Analytics

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