Quantitative Analyst
Capitec BankStellenbosch Local Municipality, Western Cape, South Africa
Posted April 7, 2026
Full Time
About the Company
Capitec is committed to diversity and is an equal opportunity employer.
Job Description
Join Capitec as a Senior Quantitative Analyst and lead complex modelling work across ALM, liquidity risk, market risk, and regulatory metrics. Design, develop, and own quantitative models that underpin liquidity risk, capital adequacy, ALM, IRRBB, and stress testing.
Requirements
- At least 4 years' hands-on experience in quantitative risk modelling within banking, financial services, or risk consulting
- Strong experience building (not just using) quantitative models
- Proven exposure to regulatory capital and liquidity frameworks (ICAAP, ILAAP, LCR, NSFR, CAR)
- Experience with stress testing and economic capital modelling
- Strong programming skills in Python or R, with SQL for data extraction
- Honours Degree in Mathematics or Statistics
- Clear criminal and credit record
