|Salary||R1.6 mil – R1.2 mil per annum|
|Education||BSc(Hons) – Mathematics/Statistics/FRM/Actuarial Science|
We have partnered with a leading Financial Services provider based in Johannesburg and are looking for a Senior Quantitative Analyst to join this established organization.
If you meet the below requirements and are looking for the next challenge in your career – we want to hear from you!
The role will require a professional who has experience in the following:
Assist with the building of quantitative models for the valuation, pricing, and risk management of various financial instruments, which could include bespoke equity (BEE deals), equity derivatives and/or interest rate derivatives, including structured products
Assist in formulating and maintaining various risk limits.
Report and monitor daily risk across a combination of business units where necessary. This includes but is not limited to:
• BSc (Hons) / MSc in Mathematical / Statistical / Maths of Finance (MPhil) / Financial Risk Management (FRM) / Business Mathematics / Quantitative
• Risk Management (QRM) / Actuarial Science or a similar qualification. CFA combined with Risk Management skills will be advantageous
• 5-8 years experience
• Experience in derivative pricing, risk management for interest rate, equity and currency derivatives is a key requirement.
Should you meet the requirements for this position, forward your comprehensive CV firstname.lastname@example.org, visit our website www.rposervices.co.za or contact the Finance Team on 010 900 4087.
Please allow a minimum of 48 hours for a response to your CV, if you do not receive feedback within one week please assume your application has been unsuccessful.
or email us: financerecruitment(at)rposervices.co.za