Senior Manager: Quantitative Risk Advisory & Technical Reference Expert

SUMMARY:
Are you the quantitative expert everyone turns to when the maths gets complex? Join a leading Financial Risk Management team where you'll be at the forefront of advanced model development, validation, treasury risk, and market risk advisory, working with top-tier banks, insurers, and financial institutions across Africa.

Our client is a highly respected advisory business providing specialist financial risk solutions to some of the most prominent financial institutions in South Africa and across the African continent.

They are seeking a Senior Manager: Quantitative Risk Advisory & Technical Reference Expert to serve as the technical authority within the Market Risk and Treasury practice. This is a rare opportunity to combine deep quantitative expertise with strategic client engagement, team leadership, and cutting-edge risk modelling initiatives.
You will be responsible for solving complex quantitative challenges, leading high-profile advisory engagements, and providing technical guidance on sophisticated risk, valuation, treasury, and regulatory frameworks. The successful candidate will work alongside industry-leading professionals while gaining exposure to major banking, insurance, treasury, and development finance institutions.
If you're looking for an opportunity where your technical expertise will directly influence key risk decisions and shape the future of quantitative risk management across Africa, this role is for you.

POSITION INFO:
Key Responsibilities: Lead the development, validation, calibration, and enhancement of advanced quantitative risk models. Drive model development across asset classes including Interest Rates, Foreign Exchange, Equities, and Commodities. Provide technical expertise on derivative pricing, valuation adjustments (XVA), FRTB, structured finance, and securitisation frameworks. Deliver advanced market and treasury risk solutions including IRRBB, CSRBB, balance sheet risk analytics, and behavioural modelling. Oversee quantitative governance, code reviews, and production-grade modelling frameworks. Manage senior client relationships and lead complex advisory engagements across banking, insurance, and development finance sectors. Mentor and develop quantitative analysts and junior professionals within the team. Job Experience and Skills Required: Education: Master's Degree or PhD in Financial Mathematics, Quantitative Finance, Mathematical Finance, Applied Mathematics, Physics, Engineering, Computer Science, Statistics, or a related quantitative field. Experience: 6-9 years of hands-on experience within Quantitative Risk, Model Development, Model Validation, Market Risk, Treasury Risk, or Quantitative Advisory. Experience gained within Corporate and Investment Banking, Financial Services, or premier Risk Advisory environments. Proven experience leading complex quantitative projects and engaging with senior stakeholders. Skills: Advanced Python and\/or C++ programming expertise. Strong knowledge of stochastic calculus, derivative pricing, linear algebra, numerical methods, and Monte Carlo simulation techniques. Experience with model governance and validation methodologies. Exposure to Murex, CompatibL, or similar enterprise risk platforms would be advantageous. Non-Negotiables: Deep understanding of quantitative finance and risk modelling. Strong communication and stakeholder management skills. Ability to act as a technical SME and mentor within a high-performing quantitative team. Apply now! For more exciting Finance vacancies, please visit: \/>I also specialise in recruiting in the following: Actuarial Analyst Quantitative Analyst Risk Management If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles \/ positions. For more information, contact: Heidi Joubert Specialist Recruitment Consultant Connect with me on LinkedIn!