Quantitative Analyst – Portfolio Monitoring

About the role

DBSA is recruiting a Quantitative Analyst within its Strategic Portfolio Monitoring function based in Midrand, Gauteng. The permanent role involves quantitative risk analysis, financial modelling and portfolio analytics, focusing on risk modelling, stress testing, forecasting, dashboards and performance analysis.

Key responsibilities

• Analyse portfolio performance and risk.
• Develop dashboards and reports for risk‑adjusted return metrics.
• Conduct stress tests and scenario analysis.
• Build forecasting and risk analytics tools to support portfolio optimisation.
• Integrate risk insights into financial planning and present findings to management and risk committees.

Required profile

• Bachelor’s degree in Finance, Mathematics, Statistics, Actuarial Science, Computer Science or a related field.
• At least 3 years of quantitative risk or financial modelling experience, including developing or validating stress‑testing models.
• Knowledge of scenario analysis and portfolio risk management.
• Experience with risk‑adjusted performance metrics is advantageous.

Required skills

• Python
• R
• SQL
• Excel
• Power BI or Tableau
• Financial modelling
• Stress‑testing
• Scenario analysis

What we offer

• Permanent employment in development finance.
• Advanced quantitative risk experience and exposure to senior management and board reporting.
• Opportunities to work on portfolio monitoring, analytics, stress testing and forecasting.