Quantitative Analyst - IFRS 9 or Capital (ICAAP) Modelling
Date: 3 Mar 2026
Location: Stellenbosch, ZA
Company: Capitec Bank Ltd
Purpose Statement
- To embed, optimise and maintain the accuracy of complex pricing or financial frameworks and all related models through:
- Running and enhancing existing complex pricing and financial models, and building components of new models for a business function.
- Running and enhancing existing complex pricing and financial models, and building components of new models for a business function.
Experience
Minimum:
- Honours Degree with 1 – 3 years’ experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial models.
- OR Masters Degree with 0 – 2 years of experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial models.
Ideal:
- Capitec Bank experience
Qualifications (Minimum)
- Honours Degree in Mathematics or Statistics
Qualifications (Ideal or Preferred)
- Masters Degree in Mathematics or Statistics
Knowledge
Minimum:
- Forecasting / budgeting
- Advanced statistical analysis
- Advanced financial mathematics
- Business specific / functional principles (for example, Credit Pricing and Provisioning)
Ideal:
- Domain specific knowledge, for example credit pricing or provisioning principles.
- Relevant legislation and regulatory frameworks (for example, Basel, IFRS 9).
- Impact of the economic, operating and regulatory environment on financial and pricing strategies.
Skills
- Analytical Skills
- Attention to Detail
- Communications Skills
- Computer Literacy (MS Word, MS Excel, MS Outlook)
- Numerical Reasoning skills
Conditions of Employment
- Clear criminal and credit record