Analyst, Quantitative, CIB Risk

3 days ago

Johannesburg, Gauteng, South Africa Standard Bank Group Full time

Company Description
Standard Bank Group is a leading Africa-focused financial services group, and an innovative player on the global stage, that offers a variety of career-enhancing opportunities – plus the chance to work alongside some of the sector's most talented, motivated professionals. Our clients range from individuals, to businesses of all sizes, high net worth families and large multinational corporates and institutions. We're passionate about creating growth in Africa. Bringing true, meaningful value to our clients and the communities we serve and creating a real sense of purpose for you.

Job Description
The prime focus of the team is to perform calibration of all the models used in the counterparty credit risk and country risk measurement of the Standard Bank Group trading activities across all asset classes. The team is also responsible for back testing the adequacy of the models and parameters used at risk factor level. The person will support the development, extension, implementation, maintenance and governance of quantitative models related to counterparty credit risk primarily in the CIB portfolio.

Qualifications
Type of Qualification:
Postgraduate Degree

Field of Study:
Quantitative Finance / Actuarial Sciences / Finance Engineering / Financial Mathematics

Experience Required
3-7 years experience in measurement and management of counterparty credit risk exposure.

3-7 years experience and understanding of pricing of derivative products across multiple asset classes, an understanding of stochastic processes used in the modelling of risk drivers underlying the derivative valuation, fair understanding of basic coding, communication to various stakeholders

3-7 years experience in financial and derivative market products, quantitative modelling and problem solving.

Additional Information

Behavioural Competencies:

  • Checking Things
  • Conveying Self-Confidence
  • Developing Expertise
  • Examining Information
  • Following Procedures

Technical Competencies:

  • Data Analysis
  • Data Integrity
  • Documenting
  • Knowledge Classification
  • Statistical and Mathematical Analysis

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