Quantitative Analyst, Global Markets

2 weeks ago


Johannesburg, Gauteng, South Africa Standard Bank Of South Africa Limited Full time

Business Segment:
Corporate & Investment Banking

Location:
ZA, GP, Johannesburg, Baker Street 30

Support the measurement of counterparty credit risk and country risk on derivatives products across all asset classes on a daily basis.

This measurement relies mainly on Monte-Carlo simulation of the market variables and pricing of the deals traded by Standard Bank with its counterparts at future dates using the simulated underlying prices.

Qualifications

Minimum Qualifications Type of Qualification:
Mphil

Field of study:
BSc. Applied Mathematics

Experience Required Data Monetisation
Data & Analytics
1-2 years
Collecting and analysing critical business data, transforming data and maintaining high levels of integrity in data management.

Data sharing, sourcing data from third parties for validation purposes and as well as the service delivery of analysed critical data to business.

5-7 years
Experience of programming in SQL, structured query language, and other common programming languages. Highly advanced computer skills are required for this job. Understands business trends and the direction technology must take to support the business.

5-7 years
Experience with and understanding of credit risk data and terminology within Corporate and Investment Banking. Understands CIB, PBB and Africa Regions products and services, and basic business processes.

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