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Zamokuhle Ngcobo

@zamokuhlengcobo

I’m a quantitative analyst focused on sustainability, climate, and credit model analytics—building, monitoring, and governing robust risk models.

South Africa

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What I'm looking for

I want to develop and monitor sustainability, climate, and credit risk models in a governance-driven banking team, turning complex data into clear dashboards and decision-ready insights.

I’m a Quantitative Analyst with experience supporting sustainability risk modelling, climate risk analytics, and credit risk model governance within the banking sector. I focus on turning complex data into clear insights that technical and business stakeholders can use for risk decisions.

At ABSA Group, I supported the development, enhancement, and maintenance of sustainability and climate risk models used across banking portfolios. I used Hadoop and LUM to source, process, and analyse large datasets, and I developed Python-based solutions to automate data preparation, validation, and exploratory analysis.

As a Model Monitoring Analyst, I performed monthly monitoring of credit risk and lending portfolio models to assess performance, stability, and effectiveness. I used SAS Grid and later SAS Viya, investigated deterioration signals and data anomalies, and produced governance reports and management information packs using PowerPoint.

Before that, I built hands-on analytics capability as a Data Science Learner (Python, SQL, exploratory data analysis, and Power BI dashboards) and gained practical ETL experience through ETL & reporting support. With a Statistics and Applied Mathematics background—and experience tutoring Statistics and Applied Mathematics—I bring strong quantitative foundations to every stage of model and data quality work.

Experience

Work history, roles, and key accomplishments

Model Development Analyst

Absa Group

Apr 2025 - Mar 2026 (11 months)

Supported development, enhancement, and maintenance of sustainability and climate risk models for banking portfolios. Used Hadoop and LUM for large-scale data sourcing and built Python automation and Power BI dashboards to support model development and monitoring.

Risk Modeling Model Development Data Extraction Transformation Data Validation Python Hadoop Power BI Excel Model Governance

Model Monitoring Analyst

Absa Group

Oct 2024 - Mar 2025 (5 months)

Performed monthly monitoring of credit risk and lending portfolio models to assess performance, stability, and effectiveness. Conducted monitoring using SAS Grid and SAS Viya and prepared governance reports and management information packs for model risk management.

Model Monitoring Credit Risk Analytics Portfolio Analytics Population Stability Index Excel Trend Analysis Reconciliations Risk Reporting Model Governance PowerPoint

Data Science Learner

Shaper

Apr 2024 - Mar 2025 (11 months)

Developed Python automation to improve data preparation and transformation processes and used SQL for dataset extraction, transformation, and analysis. Created Power BI dashboards and performed exploratory data analysis and statistical techniques to support analytical and business reporting needs.

Python SQL Data Preparation data transformation Power BI Dashboard Development Statistical Analysis Data Analytics

Mathematics & Statistics Tutor

University of KwaZulu-Natal

Mar 2022 - Jun 2024 (2 years 3 months)

Tutored undergraduate students in Statistics and Applied Mathematics, including Probability and Data Analysis. Assisted with statistical methodologies and quantitative problem-solving and helped clarify complex concepts to support interpretation of analytical results.

Statistics Tutoring Applied Mathematics Probability Data Analysis Teaching

Data Capturer (ETL & Reporting Support)

Dlama Ss Investment Holdings

Jul 2023 - May 2024 (10 months)

Executed ETL processes including data extraction, cleansing, transformation, and validation to support operational, financial, and compliance reporting. Performed quality assurance checks and supported reporting through data reconciliation and preparation activities.

ETL Processes Data Extraction Transformation Data Validation Quality Assurance Data Quality Assurance Reconciliations Reporting