Market Risk Quantitative Analyst
1 month ago
Key Responsibilities:
- Design and implement quantitative tools to measure and manage financial risks, including market and liquidity risk.
- Develop processes for automating risk monitoring and reporting, utilizing programming tools such as Python, SQL, and Visual Basic.
- Validate financial instruments and ensure compliance with yield curve construction standards, including Murex system integration.
- Lead initiatives in Artificial Neural Networks and Machine Learning to enhance risk measurement and analysis.
- Monitor Value-at-Risk (VAR) limits, escalate breaches, and perform stress testing (including SAM stresses).
- PhD, Masters, or Honours Degree in a quantitative discipline.
- 510 years of experience in quantitative finance and programming.
- Strong skills in financial mathematics, modeling, and database management.
- Expertise in Python, SQL, and Visual Basic for development.
Take the Next Step in Your CareerApply Now
-
Market Risk Quantitative Analyst
1 month ago
Centurion, Gauteng, South Africa Network Recruitment Full timeMarket Risk Quantitative AnalystNetwork Recruitment is seeking a highly skilled Market Risk Quantitative Analyst to join our team. As a key member of our Quantitative Analytics and Liquidity Risk Management division, you will contribute to innovative solutions that drive the effective management of market risks.Key Responsibilities:Design and implement...
-
Quantitative Analyst
1 month ago
Centurion, South Africa Jobted ZA C2 Full timeGauteng Financial Services group needs a Quants analyst to join them in the Risk section of the group Quantitative based PhD , Masters, or Honours Degree 5-10 years of quantitative finance Programming and development exp: Python, SQL and V/ Basic Database design Financial mathematics and modelling skills Exposure to Artificial Neural Networks, Machine...
-
Quantitative Analyst
2 months ago
Centurion, South Africa Bridgena Barnard & Associates Full timeGauteng Financial Services group needs a Quants analyst to join them in the Risk section of the groupQuantitative based PhD , Masters, or Honours Degree5-10 years of quantitative finance Programming and development exp: Python, SQL and V/ BasicDatabase designFinancial mathematics and modelling skillsExposure to Artificial Neural Networks, Machine Learning...
-
Quantitative Analyst
2 months ago
Centurion, South Africa Bridgena Barnard & Associates Full timeGauteng Financial Services group needs a Quants analyst to join them in the Risk section of the groupQuantitative based PhD , Masters, or Honours Degree5-10 years of quantitative finance Programming and development exp: Python, SQL and V/ BasicDatabase designFinancial mathematics and modelling skillsExposure to Artificial Neural Networks, Machine Learning...
-
Market Risk Quantitative Analyst
1 month ago
Centurion, South Africa Jobted ZA C2 Full timeJoin a forward-thinking team specializing in market risk quantification and balance sheet management. As part of our Quantitative Analytics and Liquidity Risk Management division, you'll contribute to innovative solutions that drive the effective management of market risks, leveraging cutting-edge technologies and advanced quantitative methods. Key...
-
Quantitative Market Risk Analyst
2 months ago
Centurion, South Africa Group Finance Full time**Introduction** - The Quantitative Analytics and Liquidity Risk Management team is a dynamic group of professionals within the Balance Sheet Management Function dedicated to mastering risk management and precisely quantifying risk. We offer quantitative support for Credit Risk, Market Risk, and Liquidity Risk, and we also serve as the primary risk owners...
-
Market risk quantitative analyst
1 month ago
Centurion, South Africa Network Recruitment Full timeJoin a forward-thinking team specializing in Market Risk Quantification and Balance Sheet Management. As part of our Quantitative Analytics and Liquidity Risk Management division, you'll contribute to innovative solutions that drive the effective management of market risks, leveraging cutting-edge technologies and advanced quantitative methods.Key...
-
Market Risk Quantitative Analyst
1 month ago
Centurion, South Africa Network Recruitment Full timeJoin a forward-thinking team specializing in market risk quantification and balance sheet management. As part of our Quantitative Analytics and Liquidity Risk Management division, you'll contribute to innovative solutions that drive the effective management of market risks, leveraging cutting-edge technologies and advanced quantitative methods.Key...
-
Quantitative Credit Risk Analyst
3 weeks ago
Centurion, Gauteng, South Africa Network Recruitment Full timeJob Title: Quantitative Credit AnalystWe are seeking a highly skilled Quantitative Credit Analyst to join our team at Network Recruitment. As a member of our Quantitative Analytics and Liquidity Risk Management team, you will play a key role in developing sophisticated models and solutions that drive effective credit risk management.Key Responsibilities:1....
-
Strategic Market Risk Modeller
1 week ago
Centurion, Gauteng, South Africa Network Recruitment Full timeCompany Overview: At Network Recruitment, we're dedicated to connecting talented professionals with innovative companies in the financial sector. Our clients value forward-thinking expertise, and we're seeking a skilled Quantitative Analyst to join their team.Estimated Salary:$120,000 - $180,000 per annum, depending on experience.About the Role:We're looking...
-
Quantitative Finance Specialist
1 month ago
Centurion, Gauteng, South Africa Bridgena Barnard & Associates Full timeJob Title: Quantitative AnalystGauteng Financial Services group is seeking a highly skilled Quantitative Analyst to join their Risk section.Key Responsibilities:Design and implement processes to source information from internal risk systemsSupport financial risk measurement and design data templates for financial risk measurement and instrument...
-
Quantitative Analyst
5 months ago
Centurion, South Africa Momentum Distribution Services Full time**Introduction** - Momentum, a financial services provider since 1966, known for its entrepreneurial spirit and innovative culture is committed to wealth creation and preservation, insurance, and income protection for all our clients. We do this through our understanding of the retail insurance, savings, and investment markets in SA.**Role Purpose** - The...
-
Quantitative Analyst Intern
7 months ago
Centurion, South Africa Group Finance Full time**Introduction** - Through our client-facing brands Metropolitan and Momentum, with Multiply (wellness and rewards programme), and our other specialist brands, including Guardrisk and Eris Property Group, the group enables business and people from all walks of life to achieve their financial goals and life aspirations.We help people grow their savings,...
-
IT Risk
6 months ago
Centurion, South Africa Risk Management Full time**Introduction** - Through our client-facing brands the Momentum Metropolitan Group, with Multiply (wellness and rewards programme), and our other specialist brands, including Guardrisk and Eris Property Group, the group enables businesses and people from walks of life to achieve their financial goals and life aspirations.**Role Purpose** - Data Analyst will...
-
Quantitative Credit Risk Modeller
3 weeks ago
Centurion, Gauteng, South Africa Network Recruitment Full timeCredit Risk Quantification RoleWe are seeking a skilled Credit Risk Quantification Specialist to join our Quantitative Analytics and Liquidity Risk Management team. The successful candidate will contribute to developing sophisticated models and solutions that drive effective credit risk management, supporting the bank's credit portfolio across a diverse...
-
Quantitative Credit Risk Specialist
1 month ago
Centurion, Gauteng, South Africa Network Recruitment Full timeKey Responsibilities:Develop and implement credit risk models to measure Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) across various portfolios.Design quantitative tools for stress testing and scenario analysis on the credit portfolio, ensuring accurate risk assessment.Lead efforts in automation of credit risk...
-
Quantitative Credit Risk Specialist
4 weeks ago
Centurion, Gauteng, South Africa Network Recruitment Full timeKey Responsibilities:Develop and implement credit risk models to measure Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) across various portfolios.Design quantitative tools for stress testing and scenario analysis on the credit portfolio, ensuring accurate risk assessment.Lead efforts in automation of credit risk...
-
Quantitative Credit Risk Manager
3 weeks ago
Centurion, Gauteng, South Africa Network Recruitment Full time• Develop and implement sophisticated credit risk models to measure Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) across various portfolios, supporting the bank's credit portfolio management.• Design and implement quantitative tools for stress testing and scenario analysis on the credit portfolio, ensuring accurate...
-
Quantitative Credit Analyst
1 month ago
Centurion, South Africa Network Recruitment Full timeJoin a high-performing team focused on Credit Risk Quantification within the balance sheet management function. As part of the Quantitative Analytics and Liquidity Risk Management team, you'll contribute to developing sophisticated models and solutions that drive effective credit risk management, supporting the banks credit portfolio across a diverse range...
-
Quantitative Credit Analyst
1 month ago
Centurion, South Africa Network Recruitment Full timeJoin a high-performing team focused on Credit Risk Quantification within the balance sheet management function. As part of the Quantitative Analytics and Liquidity Risk Management team, you'll contribute to developing sophisticated models and solutions that drive effective credit risk management, supporting the banks credit portfolio across a diverse range...