Quantitative Analyst Cib Finance Valuations
3 weeks ago
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
Facing off with the trading desk, market risk and quants seniors and product control line we require an individual that will be able to demonstrate knowledge /experience of price testing, yield curve analysis / construction, valuation methodology, model validation, middle office, documentation, implementation of processes / procedures, best practices.
**Job Description**:
Core Responsibilities:
- Calculation and implementation of fair value adjustments and calculations across all desks or product/asset class in the Investment Banking Construct (Rates, FX, Commodities, Equities, Credit)
- Price Testing
- Counterparty credit risk adjustment
- Exit price costs testing through Bid Offer testing
- Day 1 PnL evaluation in Illiquid markets
- Model Risk adjustments
- Escalate all material issues to the Head of Valuations Control
- Provide technical valuation support to the Front Office, Product Controllers and Senior Management both with Absa
- Lead identified special Projects and Firm wide initiatives
- Curve Construction in an illiquid market framework
- CSA/OIS discounting framework
- CVA-DVA-FVA
- New product rollout and governance
- Attendance and active participation at the Valuation Governance and Control Committee
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_
-
Frm Quantitative Analyst
2 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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...
-
Quantitative Analyst
3 weeks ago
Sandton, South Africa Efficient Frontier Recruitment Full timeWell-known and respected financial services firm has a challenging opportunity available for an **experienced** Quant with an expert-level understanding of the **valuation and pricing of financial instruments** across all asset classes and markets. The individual will be responsible for ensuring the accurate determination and daily provision of financial...
-
Frm Quantitative Analyst
2 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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...
-
Valuation Controller
3 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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...
-
Senior Front Office Technical Analyst
1 week ago
Sandton, South Africa Absa Bank Limited Full timeEmpowering Africa’s tomorrow, together one story at a time. - 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...
-
Snr. Controller Valuations
2 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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 SummaryThe job is...
-
Head Technology: Cib Risk and Finance
2 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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 Manage...
-
Head: Tax Cib
2 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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 SummaryHead of Tax...
-
Actuarial Analyst
3 weeks ago
Sandton, South Africa Mass Staffing Projects Full time**Job Information** - Location- Recruitment Agency / Vacancy in Sandton- Salary- R900k - R700k per annum- Job Type- Permanent- Education- TASSA / AMASSA- Experience- 3+ Years- Reference- ActAnLife - AP- - finance.jobs(at)staffingprojects.co.za- Fax- 0865728847An exciting opportunity exists at an insurer in Johannesburg. They are looking for an Actuarial...
-
Quantitative Analyst
2 weeks ago
Sandton, South Africa Ovations Group Full timeAn 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...
-
Specialist: Quantitative Analyst
3 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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...
-
Senior Front Office Technical Analyst
2 weeks ago
Sandton, South Africa Absa Bank Limited Full timeEmpowering Africa's tomorrow, together one story at a time. 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 Front...
-
Quantitative Analyst
2 weeks ago
Sandton, South Africa Bidvest Bank Full timePrimary 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...
-
Market Risk Technology Team Lead
2 weeks ago
Sandton, South Africa Absa Bank Limited Full timeEmpowering Africa’s tomorrow, together one story at a time. - 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 Analyst
2 weeks ago
Sandton, South Africa RPO Recruitment Full timeAn 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...
-
Analyst Strategy
3 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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...
-
Specialist: Quantitative Analyst
3 weeks ago
Sandton, South Africa Absa Bank Limited Full timeBring 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 Support Analyst
2 weeks ago
Sandton, South Africa Humankind Group Full timeQualifications: 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,...
-
People Lead Cib
1 week ago
Sandton, South Africa Absa Bank Limited Full timeBring 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 To...
-
Quantitative Manager: Risk Price Modelling
3 weeks ago
Sandton, South Africa International Development Corporation (IDC) Full time**A permanent position exists at our Head office in Sandton for a Quantitative Manager: Risk Price Modelling within the Credit Risk Department reporting to the Head: Credit Risk** **JOB PURPOSE** To focus on the development, management as well as maintenance of rating, pricing and valuation models in line with best practice. **MAIN DUTIES AND...