Quantitative Analytics Manager: Group Stress Testing

About the role

The Quantitative Analytics Manager will lead the design, implementation and governance of the Group's macro‑economic stress testing model and related quantitative frameworks. Reporting to the Head of Group Stress Testing, the role supports capital risk management, regulatory stress tests and emerging climate‑risk scenario analysis.

Key responsibilities

• Design, develop, implement and maintain stress‑testing models using regression, panel‑data econometrics, vector autoregressive techniques and advanced forecasting methods.
• Oversee quarterly and ad‑hoc execution of the central macro‑economic stress testing model, ensuring accuracy, documentation and timely delivery.
• Lead regulatory and industry‑wide stress‑test initiatives, including coordination with the South African Reserve Bank.
• Develop the Group’s climate‑risk stress‑testing capability, translating emerging scenarios into quantitative models.
• Provide quantitative support for ICAAP, capital planning, risk appetite, recovery and resolution planning.
• Maintain model governance, documentation, version control and liaise with internal and external assurance functions.
• Manage and develop a team of quantitative analysts, setting objectives, coaching and fostering an inclusive high‑performance environment.

Required profile

• Deep quantitative expertise with a strong programming background.
• Proven people‑leadership experience and ability to influence senior stakeholders.

Required skills

• Regression analysis
• Panel‑data econometrics
• Vector autoregressive modeling
• Advanced forecasting techniques
• Machine learning and data‑science methods
• Programming/coding for model prototyping and production
• Data analysis and testing