Quantitative Analyst - Market Risk

Recruiter:

Bridgena Barnard & Associates

Job Ref:

CPT001689/CTBBP

Date posted:

Wednesday, October 9, 2024

Location:

Centurion, South Africa

Salary:

70000 Monthly

SUMMARY:
Gauteng Financial Services group needs a Quants analyst to join them in the Risk section of the group

POSITION INFO:
Gauteng Financial Services group needs a Quants analyst to join them in the Risk section of the group

Quantitative based PhD , Masters, or Honours Degree
5-10 years of quantitative finance
Programming and development exp: Python, SQL and V/ Basic
Database design
Financial mathematics and modelling skills
Exposure to Artificial Neural Networks, Machine Learning (AI).
Work with Balance Sheet specialist
Design data templates to be used in the financial risk measurement and instrument validation
Design and implement processes to source info from internal risk systems
Support financial risk measurement.
Design and implement processes to source market information from external vendors to track financial metric performance.
SAM Stresses / Murex / Bootstrap curves /
Enterprise Risk Management team
VAR Limits / AML interaction
Regulatory changes in the market risk

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