Senior Quantitative Analyst

SUMMARY:
To be part of our exciting journey in the quantitative analytical space, where we measure, monitor and report on market, credit and liquidity risks.

POSITION INFO:

Responsibilities And Work Outputs

• Have an attitude of continuous learning in order to be part of our journey into Artificial Neural Networks, Machine Learning and Artificial Intelligence.
• Develop an understanding of the markets and portfolios that are managed in BSM In order to identify quantitative use cases.
• Design input data templates to be used in the financial risk measurement process.
• Design and implement processes to source input information from internal risk systems to support financial risk measurement.
• Design and implement processes to source market information from external vendors to track financial metric performance.
• Develop and implement quantitative tools to measure financial risks using computational programming tools.
• Design, develop and maintain a database to store market and financial risk metrics to track risk exposures.
• Design reporting tools to extract data from database to develop insights into risk exposure changes over time.
• Automate internal risk measurement, monitoring and reporting process used in the risk management function.

Competencies Required

• Business Acumen
• Client/Stakeholder Commitmen
• Drive Results
• Leads Change and Motivation
• Collaboration
• Impact and Influence
• Self-awareness and Insight
• Diversity and Inclusiveness

Experience And Qualifications

• Quantitative based Honours or master degree –; Financial Engineering/ Mathematics / Actuarial Science and or Computer Science.
• At least 2 years of quantitative finance and development / programming skills.
• Programming and development experience in the following languages: Python, SQL and Visual Basic.
• Database design, development management skills
• Financial mathematics and modelling skills

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