Seeking a seasoned Market / Credit Risk Quantitative Analyst with at least 3 years’ analytics experience. You will have strong Model Building, Quantitative Ability, Market/Credit Risk Experience & SQL skillset.
You will also meet the following Minimum Requirements:
- BSc / BCom Actuarial Science / Financial Mathematics / Stats or equivalent quantitative degree or risk management qualification.
- At least 3 years’ experience in retail / commercial banking or the broader capital markets financial services industry
- Must definitely have Data mining & interrogation skills, and good track record of designing, testing and configuring quantitative systems in Capital Markets
- Strong SAS and/or SQL and statistical modeling software skills
- Solid understanding of data models and ability to validate data flows between and within systems
- Intermediate to advanced MS Office software suite skills and experience
- Thorough knowledge/understanding of credit / market risk within financial services
In this role you will build and/or critically analyse financial models (product pricing, curve stripping, scenario analysis etc) and conduct thorough process-design, analysis, testing and troubleshooting in the pricing/risk-analysis domain. Additionally, you will undertake systems-capability/fit analyses, as well as test and validate logic and processes implemented thereof.
- Location: Johannesburg, Gauteng
- Duration: 12 months
If you are up for the challenge send a detailed CV and availability/notice period details to firstname.lastname@example.org (Ref: QBA_SH_G)