Quantitative System Analyst

3 days ago


Midrand, South Africa Moving Heads Personnel Full time

**System Quantitative Analyst**

**Johannesburg Northern Suburbs**
- Play a leading role in the journey into Artificial Neural Networks, Machine Learning (AI).
- Develop an understanding of the markets and portfolios that are managed in BSM In order to identify quantitative use cases.
- Design and implement processes to source input information from internal risk systems to support financial risk measurement.
- Design and implement processes to source market information from external vendors to track financial metric performance.
- Develop and implement quantitative tools to measure financial risks using computational programming tools.
- Design, develop and maintain a database(s) to enable seamless data interaction and integrity.
- Document data architecture and ensure business continuity and security of data platforms.
- Deploy databases in AWS and create a secure interactive environment for reporting.
- Design reporting tools to extract data from database to develop insights into risk exposure changes over time.
- Play a leading role in identifying automation opportunities and draft the road map for achieving this.
- Quantitative based PhD degree, Masters or Honours degree in actuarial science/mathematical science/computer science/engineering or relevant data science qualifications.
- At least 4+ years of quantitative finance and development / programming skills/ Data Architecture/Database design etc.
- Programming and development experience in the following languages: Python and SQL.
- Visual Basic, R and C# will be advantageous.
- Financial mathematics and modelling skills.
- SQL with big data & column stores (beyond just Microsoft SQL Server), Python (with analytics libraries) appreciation for DevOps practises (Git-based CVS & deployment) m16.3m

**Job Types**: Full-time, Permanent



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