Senior Quantitative Analyst: Scorecard

Job Classification

Req #: 147558

Location: Johannesburg, Gauteng

Closing Date: 10 September 2026

Talent Acqusition Specialist: Noli Madikane

Job Family

Career Stream

Leadership Pipeline

Job Purpose

To develop, calibrate, validate, monitor and optimise client centric acquisition scorecards and predictive credit models that support lending and credit risk strategic objectives across Private Clients, Private Wealth and Small business (PWS) lending portfolios. Add your second sentence

Job Responsibilities

• Develop, implement and enhance client centric acquisition scorecards and predictive credit models across PWS lending portfolio using Python/SAS and SQL.


• Develop statistically robust scorecards using internal, bureau, and alternative data sources.


• Evaluate emerging modelling methodologies and techniques to improve model performance and predictive power.


• Develop champion-challenger frameworks for testing traditional scorecards against Machine learning models.


• Identify opportunities to leverage AI and alternative data sources to improve predictive performance, customer experience, and financial inclusion.


• Drive innovation initiatives focused on improving risk prediction, customer acceptance rates, pricing optimisation and portfolio profitability.


• Extract, analyse and interpret large datasets using SAS, SQL and other analytical tools to identify trends and opportunities.


• Monitor scorecard and model performance and recommend recalibration, redevelopment or optimisation where required.


• Conduct model validation, performance assessments and ongoing model health monitoring.


• Support the implementation, testing and deployment of scorecards and decisioning strategies within production environments.


• Produce regular portfolio performance analysis and provide actionable recommendations to business stakeholders.


• Partner with Risk, Business, Finance, Operations and Technology teams to support strategic decision-making.


• Contribute to the development and optimisation of credit risk strategies through advanced analytics and quantitative techniques.


• Ensure compliance with internal model governance standards, regulatory requirements and policy frameworks.


• Develop and maintain model documentation, governance packs and stakeholder reporting.


• Improve efficiencies through automation, optimisation and continuous improvement of analytical processes.


• Perform impact assessments and analyses to support new products, initiatives and strategic projects.


• Identify opportunities to improve data quality, reporting capabilities and analytical methodologies.


• Communicate analytical findings and recommendations clearly to technical and non-technical stakeholders.


• Stay abreast of industry trends, analytical methodologies and emerging technologies relevant to credit risk and scorecard development.

Essential Qualifications - NQF Level

Preferred Qualification

• Postgraduate Degree in Statistics, Mathematics, Finance, Economics, Data Science, Engineering or a related quantitative field, and CFA, FRM or CQF,

Minimum Experience Level

• 3-5 years’ experience in scorecard and credit risk models development


• Proven experience developing and implementing application and behavioural scoring models.


• Experience in bureau score utilisation, reject inference, calibration, validation, and model monitoring.


• Advanced Python, SAS and SQL programming experience is essential.


• Experience with model implementation, testing and performance monitoring.


• Paragon Modeller is an advantage

Technical / Professional Knowledge

Behavioural Competencies