Summary from listing
Capitec is hiring a Senior Quantitative Analyst to lead complex quantitative risk modelling across asset and liability management, liquidity risk, interest rate risk in the banking book, market risk, counterparty credit risk, capital adequacy, regulatory reporting, and stress testing. The role owns models across the full lifecycle, advises senior stakeholders, partners with Risk, Treasury, Data Engineering and other business units, and acts as a technical lead and subject-matter expert. Candidates need 5–7 years of quantitative risk modelling experience in banking, financial services or risk consulting, strong Python or R and SQL skills, and an honours degree in a quantitative discipline.
