Senior Specialist: Quantitative Analyst

2 weeks ago


Sandton, South Africa Absa Bank Limited Full time
Bring your possibility to life Define your career with us

  • With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.
Job Summary

The Quantitative and Data Analytics Team applies Mathematics, Software Development, and Financial Market knowledge to;

  • Solve applied pricing problems and
  • Provide data insights that influence business strategy.

Job Description:

Responsibilities:

  • Continuous engagement with stakeholders to define requirements for Derivatives Pricing functionality (with an emphasis on XVA's).
  • Abstraction of business problems into mathematical and ultimately computational solutions.
  • Undertake relevant research in various aspects of Derivative Pricing practice.
  • Continuous learning in Derivative Pricing trends and relevant Regulatory changes.
  • Understanding the architectural principles of the inhouse Pricing Library and the Software Development Framework.
  • Develop Production quality Computational Software in accordance with established principles.
Profile

  • Minimum 5 years of experience in Quantitative Analytics.
  • Mature knowledge of XVA's (such as CVA, FVA, ColVa etc.)
  • Mature knowledge of current regulations impacting Derivative markets (SACCR, FRTB-SA, FRTB-SACVA, Bilateral OTC regs. etc.)
  • Mature knowledge of credit mitigants such as ISDA netting/CSA.
  • Mature knowledge of the role of collateral as a credit mitigant and collateral operations
  • Mature knowledge of C# and Object Oriented Programming
  • Innovator, with a keen ability to leverage existing utilities while building new and novel approaches.
  • Good Communication Skills (Solution Presentations, Software Documentation)
Education

  • Ideally a Ph.
D. or Masters Degree in a Quantitative discipline.

Education

Bachelor's Degrees and Advanced Diplomas:
Business, Commerce and Management Studies (required)

  • Absa Bank Limited reserves the right not to make an appointment to the post as advertised_

  • Quantitative Analyst

    2 weeks ago


    Sandton, South Africa Ovations Group Full time

    An opportunity has become available for a Senior Quantitative Analyst to provide business analysis, report extraction, and automation engineering support for the Credit Risk Regulatory Reporting Stabilisation Project (CRS Project), and support the implementation of IFRS 9. **Important**:This is a contract for **9 months** **Minimum requirements...


  • Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary Do you...


  • Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary We are...

  • Quantitative Analyst

    2 weeks ago


    Sandton, South Africa RPO Recruitment Full time

    An industry-leading company is currently seeking the expertise of an experienced Data Scientist/Quantitative Analyst.Responsibilities: Model Development Model Management Data Analytics to support business needs Data development and maintenanceRequirements: Honours degree in Statistics/Mathematics Preferred Master's Degree in Statistics/Mathematics 25 years...


  • Sandton, South Africa Boikago Group Full time

    Job Details: Department Credit Risk Minimum experience Mid-Senior Company primary industry Banking Job functional area Data Analyst Salary R R per annumA well known financial services & credit provider based in Sandton is looking for a Manager: Credit Risk Review & Monitoring/Senior Quantitative AnalystJob PurposeMonitoring of the end-to-end credit lifecycle...


  • Sandton, South Africa Think-Career RPO Full time

    Purpose of the role Additional Job Responsibilities Ensuring the correct return is generated on new business. Assisting in the testing and implementation of credit and pricing changes. Analysis of credit risk and policy recommendations based on data analysis/ statistical methods. **Governance aspects related to role**: submission of inputs for Product...


  • Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary **Job...


  • Sandton, South Africa Boikago Group Full time

    **Job Details**: - Department Credit Risk- Minimum experience Mid-Senior- Company primary industry Banking- Job functional area Data Analyst- Salary R80 000 - R1 200 000 per annum- **A well known financial services & credit provider based in Sandton is looking for a Manager: Credit Risk Review & Monitoring/Senior Quantitative Analyst** **Job...


  • Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary CIB...


  • Sandton, South Africa Fempower Personnel Full time

    Looking for a challenging and rewarding career in economic research and analysis? Our client is seeking a Senior Industry Analyst (Mining and Metals) to join their team in Sandton.As the Senior Industry Analyst, you will be responsible for conducting in-depth research and strategic analysis of value chains and industries within the Mining and Metals sectors....


  • Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life Define your career with us With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job SummaryJob...


  • Sandton, South Africa Absa Bank Limited Full time

    Join Our Team and Shape the Future of Africa!With a strong legacy, we are a local bank with a global outlook, offering you the chance to be part of an exciting journey in shaping a proudly African group.The Opportunity:As a Quantitative Analyst specializing in Product Development, you will collaborate with internal and external partners to drive business...

  • Quantitative Analyst

    3 weeks ago


    Sandton, South Africa Think-Career RPO Full time

    Purpose of the role To develop and maintain best practice models and assessment strategies in line with regulations in order to facilitate world class risk management and/or attainment of strategic objectives. Coding experience in SAS, SQL, R or Python will be beneficial. **Responsibilities**: Analysis of credit risk and policy recommendations based on data...

  • Quantitative Analyst

    4 weeks ago


    Sandton, South Africa Discovery Ltd. Full time

    **Business Unit**:Discovery Bank**Function**:Banking**Date**:12-May-2023**About Discovery** Discovery’s core purpose is to make people healthier and to enhance and protect their lives. We seek out and invest in exceptional individuals who understand and support our core purpose, and whose own values align with those of Discovery. Our fast-paced and...


  • Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life Define your career with us With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job SummaryCIB...

  • Quantitative Analyst

    3 weeks ago


    Sandton, South Africa Mass Staffing Projects Full time

    **Job Information** - Location- Recruitment Agency / Vacancy in Sandton- Salary- R500K - R300K per annum- Job Type- Permanent- Education- BCom/BSc- Experience- 2+ Years Experience- Reference- 131021QAAP- - finance.jobs(at)staffingprojects.co.za- Fax- 0865728847- BCom/BSc - Quantitative analysis and research


  • Sandton, South Africa Fempower Personnel Full time

    Looking for a challenging and rewarding career in economic research and analysis? Our client is seeking a Senior Industry Analyst (Mining and Metals) to join their team in Sandton. As the Senior Industry Analyst, you will be responsible for conducting in-depth research and strategic analysis of value chains and industries within the Mining and Metals...

  • Quantitative Analyst

    2 weeks ago


    Sandton, South Africa Discovery Ltd. Full time

    Business Unit:Discovery BankFunction:BankingDate:12-May-2023About DiscoveryDiscovery's core purpose is to make people healthier and to enhance and protect their lives. We seek out and invest in exceptional individuals who understand and support our core purpose, and whose own values align with those of Discovery. Our fast-paced and dynamic environment...


  • Sandton, South Africa Humankind Group Full time

    Qualifications: Bachelor's or Master's degree in Mathematics, Statistics, Finance, Economics, or a related field. Strong proficiency in quantitative analysis, statistical modeling, and financial mathematics. Proficiency in programming languages such as Python, R, or MATLAB for data analysis and modeling. Experience with financial modeling, risk management,...

  • Quantitative Analyst

    2 weeks ago


    Sandton, South Africa Bidvest Bank Full time

    Primary PurposeThe sucessful incumbent will be responsible for developing ,implementing ,monitoring and supporting advanced and relevant quantitative models in the bank. The QA build s and formally present reports by monitoring business performance within the set risk appetite and through analysis.The responsibilities on the QA includes identifying...