Strategic Market Risk Modeller

4 weeks ago


Centurion, Gauteng, South Africa Network Recruitment Full time

Company 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 for a highly experienced Quantitative Analyst to design and implement cutting-edge risk management tools, working closely with our client's Quantitative Analytics and Liquidity Risk Management division. Your primary focus will be on developing and maintaining advanced quantitative models to measure and manage market risks, including those related to balance sheet management.

Key Responsibilities:

  • Data Analysis: Collect, process, and analyze large datasets to identify trends and patterns in market risks.
  • Model Development: Design, implement, and maintain complex mathematical models to quantify financial risks, leveraging Python, SQL, and Visual Basic programming languages.
  • Collaboration: Work closely with stakeholders to understand business requirements and develop effective solutions that drive strategic decision-making.
  • Risk Monitoring: Develop processes for automating risk monitoring and reporting, ensuring compliance with regulatory standards.

Requirements:

  • A PhD, Master's, or Honours Degree in a quantitative discipline, such as mathematics, statistics, or finance.
  • A minimum of 5 years of experience in quantitative finance and programming, with expertise in Python, SQL, and Visual Basic.
  • Strong skills in financial mathematics, modeling, and database management.

Why Choose This Role?

This opportunity offers you the chance to work at the forefront of integrating machine learning into risk management, engaging with regulatory bodies, and contributing to cutting-edge market risk processes. As a valued member of the team, you'll have opportunities for professional growth, collaboration, and innovation in a dynamic and forward-thinking environment.



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