Quantitative Analyst

SUMMARY:
My client that is listed within the JSE is looking for a Quantitative Analyst to join their expanding division. The incumbent must be highly exceptional and bring innovative ideas to the dynamic team. This position will come with hands on exposure and Financial prosperity. EE candidate preferred coming from a research background

POSITION INFO:

Description and skills

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

• Design thinking
• Analytics Ops, Agile and SAFe concepts will assist
• Concepts such as: Exploratory data analysis, Data Science Pipeline lines
• Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and
• Dimensionality Reduction
• Data and Information Management topics e.g. structure, dimensions, storage
• Object-oriented programming
• Big data modelling
• Database management
• Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis)
• Monte Carlo techniques
• Machine learning
• Data mining and data modelling
• C++ (used for high-frequency trading applications)
• Scala and Spark
• C#/Java, .NET or VBA, Excel
• Mathematical skills
• Calculus (including differential, integral and stochastic)
• Linear algebra and differential equations
• Numerical linear algebra
• Probability and statistics
• Game theory
• Portfolio theory
• Equity and interest rate derivatives, including exotics
• Systematic and discretionary trading practices
• Credit-risk products
• Financial modelling
• Data visualisation and reporting

Education:

Minimum Qualification - Relevant Degree in Maths, Stats, Engineering, Computer Science, Econometrics, Physics or Actuarial Science

Preferred Qualification - Honours Degree

Experience - 3 - 5 years’ experience in a data environment, of which 1 - 2 years ideally at a junior specialist level

Additional Knowledge - Deep domain knowledge with regards to financial services: Credit, Pricing, Marketing, CVM, Trading etc

Please visit our website --------Please upload your CV here--------> to submit your CV directly or to view other I.T related jobs.   If you have not had any response in two weeks, please consider your application unsuccessful. Your profile will be kept on our database for any other suitable positions.

We also invite you to contact us to discuss other exciting career opportunities in our niche area!

NB! This job is now closed. You can apply for other jobs by uploading your CV.