Quantitative Analyst

Location: Johannesburg, Gauteng, South Africa
Salary: ZAR900000 - ZAR1.0m - Market-related
Recruiter: Robert Walters
Job Ref: 50451713/001_1561373..
Summary: In this role as Quantitative Analyst you will have the opportunity to contribute to a very-well established and well-supported Quantitative Library.

 

 

Job Description

My client, an extremely high-performing and specialized team of quants within a leading Retail, Commercial and Investment Bank, are seeking a Quantitative Analyst (quant) to join their team here in Johannesburg.

In this role you will have the opportunity to contribute to a very-well established and well-supported Quantitative Library.

Experience:

  • Maths, finance, science or actuarial post-graduates (MA, Masters or PHD)
  • Transcripts demonstrating 80%+ academic results
  • Study history at leading universities (in South Africa or Globally)
  • Experience within the Markets Division of a leading South African or International Bank, or Financial Services organisation

Additional experience/skills:

  • Understanding of processes and controls around Market Risk
  • Strong understanding of XVA (CVA/DVA/FVA), and any other valuation curves that drive fair value estimation
  • Decent Financial markets product exposure
  • Ideally, experience of disclosure of financial instruments in terms of IFRS 7 and IFRS 13

Technical skills:
VBA, R, MATLAB, Python, C++, C#

Please get in touch on----- for information, and ideally apply through the Robert Walters website directly to also see the other roles which we are advertising currently!

 

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