Title:  Specialist - Credit Portfolio Analytics

Requisition Details

REQ ID: 145966 Thembi Mtshali

Location: Johannesburg 

Closing Date:  20 May 2026

Job Family

Career Stream

Leadership Pipeline

Job Purpose

Strengthen the Group’s capability to actively manage credit portfolios through advanced quantitative analytics, strategic insight, and the development of analytical frameworks that optimise the Group’s risk‑return profile. The incumbent will elevate the effective use of credit analytics across the Group, ensuring alignment to the business units’ risk appetite and Nedbank’s strategic objectives.

Job Responsibilities

1.    Credit Portfolio Analytics and Framework Development
Design, develop, and maintain advanced analytical tools and models that support Group‑wide credit portfolio monitoring and decision‑making.
Enhance and operationalise the Group’s credit portfolio analytics framework, ensuring it is forward‑looking, robust, and aligned to strategic requirements.
Conduct deep‑dive quantitative analyses into credit portfolios to identify emerging risks, structural imbalances, and optimisation opportunities.

2.    Machine Learning Framework and Advanced Modelling
Lead the development of the Group’s Machine Learning (ML) modelling framework for credit risk and analytics.
Establish standards, governance, documentation practices, and validation approaches for ML model development within the bank.
Develop and prototype ML‑based models that support improved origination, forecasting, early‑warning indicators, behavioural analysis, and risk‑return optimisation.
Collaborate with stakeholders to ensure ML solutions are scalable, explainable, ethical, and compliant with regulatory expectations, where necessary.
Drive the adoption of ML techniques in areas where they provide demonstrable uplift over traditional modelling approaches, while maintaining rigorous controls and interpretability.

3.    Management Information, Reporting, and Portfolio Tilt
Produce high‑quality management information, analytical insights, and reporting that inform senior and executive stakeholders.
Provide actionable recommendations on portfolio tilt strategies aimed at improving the Group’s risk‑return outcomes.
Measure the performance and effectiveness of portfolio tilt initiatives, ensuring continuous feedback and refinement.

4.    Risk Appetite, Returns, and Active Credit Portfolio Management
Enhance methodologies and metrics related to asset return calculations and portfolio profitability.
Strengthen risk‑return analytics to enable predictive, scenario‑based views of the credit risk landscape.
Support the execution and continuous enhancement of Active Credit Portfolio Management across all lending portfolios.
Contribute to the evolution of risk appetite frameworks, calibration methodologies, and the interpretation of appetite metrics across business units.

5.    Stakeholder Engagement and Influence
Build and maintain strong working relationships with stakeholders across Group Risk, BU risk teams, Finance, Strategy, and Credit Data Systems.
Act as a trusted analytical partner, ensuring outputs are clear, credible, and action‑oriented.
Provide insight and analytical support at GRA Manco forums to promote a cohesive and scalable Group Risk capability.

6.    Team Development and Knowledge Sharing
Lead or contribute to cross‑functional analytical projects that advance Group Risk capabilities.
Mentor and support junior analysts, developing technical and business acumen within the team.
Share best practices, knowledge, and insights to drive continuous improvement and analytical maturity.

7.    Continuous Learning and Conduct
Keep abreast of developments in quantitative analytics, credit risk, statistical techniques, modelling approaches, and emerging industry trends.
Demonstrate Nedbank’s values and behaviours through consistent professionalism and collaboration.
Ensure the delivery of services that meet or exceed internal client expectations.

Preferred Qualification

A degree in Mathematics, Financial Mathematics, Statistics, Economics, Finance, Actuarial Science, or a quantitative discipline (e.g., engineering).

Minimum Experience Level

•    Minimum of 6 years’ experience in quantitative credit risk, portfolio analytics, or related disciplines within banking or financial services.Proven experience in developing quantitative tools, credit risk modelling, risk‑return analytics, and portfolio insights.

Types of Exposures

•    Strong critical thinking and problem‑solving ability.
•    High level of curiosity, analytical rigour, and intellectual independence.
•    Excellent communication and presentation skills, tailored for senior stakeholders.
•    Ability to work collaboratively in a high‑performance team environment.

Technical / Professional Knowledge

•    Strong proficiency in statistical and analytical tools such as Python, R, SAS, SQL, or similar.
•    Solid understanding of credit risk metrics, credit lifecycle dynamics, and portfolio management principles.
•    Experience in designing analytical models, dashboards, and performance measurement frameworks.
•    Ability to translate complex quantitative outputs into clear, actionable business insights.

Behavioural Competencies