full-time
Senior Specialist: Quantitative Analyst
Absa Group
- Employer
- Absa Group
- Location
- Johannesburg, Gauteng, South Africa
- Working pattern
- on-site
About the role
Develop and maintain Treasury forecasting, optimization, behavioral, and cash-flow models supporting balance sheet planning, liquidity risk, interest rate risk, and funds transfer pricing. Build automated data pipelines, conduct scenario analysis and back-testing, support model governance and validation, and communicate model results to cross-functional stakeholders. Requires a bachelor’s or honours degree in a quantitative discipline and 3–5 years of experience in quantitative modeling, model development, or Treasury/ALM in banking or financial services. Candidates should have practical Python and SAS programming experience, strong statistical and data analysis skills, and preferably knowledge of banking regulations, financial markets, and Treasury products.