Quantitative Risk & Modelling Manager

job Description

ZB Financial Holdings, one of Zimbabwe’s leading financial services group, is seeking a Quantitative Risk & Modelling Manager to serve as the technical anchor for the Group’s financial risk framework.

This pivotal role is responsible for leading the development, implementation, validation, and governance of quantitative risk models across the Group. The successful candidate will ensure that risk models are mathematically robust, regulatory compliant, and aligned with the Group’s strategic capital and risk management objectives.

Duties and Responsibilities

Lead the development, validation, and governance of quantitative risk models, including IFRS 9, credit risk, market risk, liquidity risk, and Economic and Regulatory Capital models.
Oversee model validation frameworks, including back-testing, benchmarking, and stress testing to ensure models remain robust, accurate, and fit for purpose.
Drive the implementation and continuous enhancement of Basel II/III/IV risk modelling frameworks in line with regulatory expectations.
Champion an integrated stress testing and scenario analysis framework to support enterprise-wide risk management and capital planning.
Ensure high data quality standards and robust documentation across the model lifecycle.
Provide technical advisory and thought leadership on model governance, quantitative analytics, and risk-based pricing.
Engage with senior stakeholders including Executive Management and the Board, translating complex model outputs into clear strategic insights.
Oversee external consultants and vendors supporting model development or validation initiatives.
Promote capacity building and knowledge sharing across the Group on quantitative risk methodologies.

Qualifications and Experience

-Bachelor’s Degree in Mathematics, Actuarial Science, Statistics, Economics, or a related quantitative discipline.
-A Master’s degree in Quantitative Finance, Statistics, Mathematics, Economics, or a related field will be an added advantage.
-Professional certifications such as Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) are highly desirable.
-Minimum 4+ years’ experience in quantitative risk modelling within banking or financial services.

Competencies Required
-Proficiency in statistical softwares, and experience with risk management tools and systems.
-Strong analytical and problem-solving skills, with the ability to interpret complex data and make informed decisions.
-Excellent written and verbal communication skills, with the ability to present complex information clearly and concisely.
-High level of accuracy and attention to detail in all aspects of work.
Ability to work effectively in a team environment and collaborate with colleagues across different departments

Interested candidates are invited to apply by the 16th of March 2026.

ZBFH is an equal opportunity employer. We celebrate diversity and are committed to intentionally building an inclusive workplace for all.