Senior Quantitative Risk Analyst
Salary ZAR500000 - ZAR700000 per annum
Consultant Sylvia Correia
Date posted 25 February 2019 2019-02-252019-04-23 banking Johannesburg Gauteng ZA ZAR 500000 700000 700000 YEAR Robert Walters https://www.robertwalters.co.za
Our client a leading Financial Services firm is looking for a Senior Quantitative Risk Analyst to join their team. The position requires a Quantitative Analyst looking to move into their Risk team and leverage on their Quantitative skills from a Deals perspective. This is a unique opportunity for an individual in a Quantitative position to apply their knowledge in a Risk environment.
- Analysing and building quantitative valuation and risk models
- Working on Data models, Vanilla and exotic derivative pricing and sensitivity models
- Building models for structured equity and debt finance deals
- Using models for calculating various stress scenarios
- Assist systems support team with configuration of the trading system (Murex) for the above models
- Providing, monitoring and analysing market risk (equity, interest rate and liquidity) numbers
- BSc (Hons) with Mathematical / Statistical / Finance subjects.
- 5 years of experience gained as a Quantitative Analyst
- Asset management experience is ideal
Should you meet the requirements, please apply accordingly.