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Quantitative Analyst II

Company

Capitec

Location

sandton, gauteng

Type

Full-time

Capitec Business Bank is growing rapidly, and so is our need for rigorous, independent model validation. We are looking for a senior quantitative specialist to lead the independent validation of all models developed and used in our Business Bank, spanning credit scorecard models (granting, behavioural and collections), IFRS 9 provisions, regulatory capital, pricing and business forecasting.

About the Role

To independently validate quantitative models across Capitec Business Bank — applying expert-level technical knowledge to assess model soundness, identify weaknesses, and provide structured, evidence-based challenge in line with the Model Risk Management validation standard and applicable regulatory requirements (IFRS 9, Basel, SARB/PA).

Responsibilities

  • Conduct thorough, independent model validations in line with applicable standards, frameworks and regulatory requirements.
  • Apply deep technical expertise across the full suite ...

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