Quantitative Analyst
7 days ago
**SPECIALIST QUANTITATIVE DEVELOPMENT**
**KEY RESPONSIBILITIES**
- Design, implement and manage quantitative software projects
- Work with the company’s technology — quant modelling — and front office trading teams to provide solutions to business problems
- Develop and support the existing quantitative library
- Develop software solutions to support asset and liability valuations
- Support the Azure build control environment
- Cloud migration (AWS) of quantitative solutions
- Peer review to ensure appropriate development standards
**QUALIFICATIONS**
Degree in Computer Science with Mathematics or Mathematical Statistics
**EXPERIANCE**
- Past experience in programming, minimum 3 years
- Finance Experience
- C#
- C++
- Beneficial
- Swig/CLI
- AWS
- Azure DevOps
- Understanding of asset pricing and valuations
- Understanding financial risk metrics
- Understanding of public domain libraries
- Follow Agile principles
- Machine learning
**JOB RELATED SKILLS**
- Programming in C# and C++ is essential.
- Good communication skills and collaboration with various stakeholders
- Delivery focused and sound judgment skills
- Experience in banking or insurance sector would be beneficial
**COMPETENCIES**
- Communication
- Complex problem-solving
- Quality driven development
- Attention to detail
Ability to commute/relocate:
- Johannesburg, Gauteng: Reliably commute or planning to relocate before starting work (required)
**Education**:
- Bachelors (required)
**Experience**:
- programming: 3 years (required)
- Azure: 2 years (required)
- C# & C++: 3 years (required)
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