Senior Quantitative Analyst

 

Recruiter:

PreBless Group

Job Ref:

Senior Financial Ana..

Date posted:

Tuesday, September 7, 2021

Location:

Johannesburg, South Africa

Salary:

negotiable


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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