First National Bank (FNB) is one of the “big four” banks in South Africa and is the oldest bank in the country, with origins dating back to 1838. It operates as a division of FirstRand Bank Limited, a large financial services group listed on the Johannesburg Stock Exchange. FNB’s headquarters are located in Johannesburg.

Job Description

• To plan, build, optimise and implement innovative quantitative analytical methodologies, procedures, products and advanced mathematical models that provide analytical support and interpret insights, using advanced analytics technologies, to address business opportunities and problems and implement business strategy.

Are you someone who can:

• Take ownership of end-to-end model development, implementation, and governance for financial crime risk analytics (AML/CFT, transaction monitoring, sanctions screening).
• Proactively identify analytical opportunities and solve unstructured problems with minimal guidance.
• Translate technical solutions into actionable insights for non-technical stakeholders.
• Write clear and comprehensive technical documentation for models and processes.
• Collaborate with business, risk, and technology teams across the FirstRand group to drive model effectiveness and compliance.
• Mentor and support junior Data Scientists in developing both technical and business skills.
• Apply SAS, SQL, and Python scripting for data manipulation, modeling, and automation.
• Uphold model governance standards and participate in periodic monitoring and reviews.
• Demonstrate initiative and a solution-oriented mindset in high-stakes, regulated environments.

You will be an ideal candidate if you:

• Hold an Honours Degree in Mathematics, Statistics, Computer Science, Actuarial Science, Engineering, Physics, or a related field.
• Have 5+ years of hands-on experience in developing and implementing analytical models, preferably in financial services.
• Possess strong scripting skills in SAS, SQL, and Python.
• Have experience mentoring junior team members and collaborating across multiple teams.
• Experience in financial crime, fraud detection, or AML/CFT is a strong advantage.

You will have access to:

• Opportunities to network and collaborate.
• Challenging Work.
• Opportunities to innovate.

We can be a match if you are: 

• Curious & courageous – you’re driven by always wanting to know more and learn more and you’re brave enough to.
• Obsessed with mastery – you know what it takes to become good at what you do and are constantly pushing yourself to do it.
• Adaptable, curious and willing to learn.
• Passionate in providing insights.
• Thrive in a collaborative environment.