Minimum Requirements

At least 4 years’ experience in a top South African Bank or leading professional services firm. Honours Degree in Quantitative Finance and ideally master’s degree in financial engineering or Quantitative Finance. Certification such as FRM or PRM. Excellent Quantitative Skills. Development Skills (Excel/VBA, Python, R, C++). Solid business writing skills. Attention to details. Ability to work under pressure. Team player. Good presentation and communication skills with the ability to articulate quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients.

 

Responsibilities:

Work closely with partner and senior managers to deliver high quality valuation and market risk analysis services to our banking and financial services sector clients. The candidate will be involved in the review and assessment of Market risk methodologies and processes for the benefit of the banking clients. Supporting projects related to the implementation of the Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB). Contributing to project related to Liquidity Risk and Counterparty Credit Risk, covering framework review, design and implementation Involvement in Derivatives valuation projects using analytical and numerical methods. Prepare briefs and analytical notes and contribute to the writing of sections in analytical reports. Work in a client-facing capacity managing the delivery of work programs and responsible for management of client relationships on a day-to-day basis. Coordinate with specialists within the broader team and the whole firm. Complete tasks and deliverables to a high-quality standard as part of client engagements - working to an agreed plan, budget, and quality. Identify and document risks, issues, and conclusions - consulting with appropriate team members as necessary. Escalate risks and issues beyond own experience or skill set. Lead thinking about the changing financial landscape by contributing to research for the clients. Integrate with the company’s community, both locally and internationally, to identify and convert opportunities for business growth. Inspire, teach, and coach the junior staff reporting to you.