Consultant Megan Prosser
Date posted 24 June 20192019-07-02 2019-08-23 banking Johannesburg Gauteng 2000 ZA 2000 ZAR 500000 1000000 1000000 YEAR Robert Walters https://www.robertwalters.co.za https://www.robertwalters.co.za/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
My client, an extremely high-performing and specialized team of quants within a leading Retail, Commercial and Investment Bank, are seeking a Quantitative Analyst (quant) to join their team here in Johannesburg. In this role you will have the opportunity to contribute to a very-well established and well-supported Quantitative Library.
- Maths, finance, science or actuarial post-graduates (MA, Masters or PHD)
- Transcripts demonstrating 80%+ academic results
- Study history at leading universities (in South Africa or Globally)
- Experience within the Markets Division of a leading South African or International Bank, or Financial Services organisation
- Understanding of processes and controls around Market Risk
- Strong understanding of XVA (CVA/DVA/FVA), and any other valuation curves that drive fair value estimation
- Decent Financial markets product exposure
- Ideally, experience of disclosure of financial instruments in terms of IFRS 7 and IFRS 13
VBA, R, MATLAB, Python, C++, C#
Please get in touch on 011 881 2410 for information, and ideally apply through the Robert Walters website directly to also see the other roles which we are advertising currently!