Description : Quantitative Analyst. Company : Communicate Recruitment. Location : Johannesburg North, Gauteng

Our top tier banking client is looking for a Senior Quantitative Analyst! 12 month contract.

You will design, specify, build, configure and test solutions for delivering the necessary capability to business that enables quality solutions and a client centric orientation. These include pricing and risk management solutions along with their related IT processes.
Non Negotiable:
Banking experience
This is complex role with market & credit risk as well as BA and system aspects to it. ( Markets type exposure (like market risk, trading book, products etc.) Not credit modelling.
Non Negotiable:
Banking experience
This is complex role with market & credit risk as well as BA and system aspects to it. ( Markets type exposure (like market risk, trading book, products etc.) Not credit modelling.

Please review the full job description on our website
https://lnkd.in/dTPJifaZ
#hiring #experience #trading #markets

If you meet the requirements please email your CV to [email protected]

Responsibilities:
Constructing and/or critically analysing financial models (eg: product pricing, curve stripping,
scenario analysis)
Process-design, -analysis, -testing and –troubleshooting in the area of pricing/risk-analysis
Systems-capability/fit analysis in the area of pricing/risk-analysis
Data analysis - analyse data and situation, identify and solve problems, reason logically and drive
valid conclusions
Software analysis - analyse, design and implement purchased or in-house applications
Testing and validation of logic and processes implemented
Shared ownership of recurring production incidents by working with multiple stakeholders to
resolve system issues
Weekly production support rotation with the rest of the team
Engage with the macro-environment to look for new opportunities, capabilities and trends that
would add value to the required analysis work
Suggest changes in executing work processes to better drive value and benefits for the business
Prepare and share recommendations for process and systems improvements in relevant area of
accountability
Actively participate in team, cross-discipline and vendor-driven collaboration sessions or forums
to increase understanding of the working environment (current and planned)
Engage with key stakeholders to gather information with regards to changes and developments in
their business area that would impact demand for allocated BT technologies
Review demand items in partnership with business to better understand impacts on the relevant
BT system, processes and systems environment
Partner with process owners to create suitable roadmaps for business development and in
anticipation of system and process enhancements
Test and identify where service gaps would exist should different technologies be applied to the
same process or where business process changes would not be accommodated by existing
technology capabilities
Analyse business requests to clearly understand business requirements and translate this into
clear technical terms and specifications to best solve business problems
Consolidate all knowledge articles and user training material
Develop and share final service pack for relevant stakeholders
Coordinate the integration activities of service providers
Monitor benefits against what was detailed in the business case
Control specific measures and mechanisms to measure benefits

Qualifications and Experience:
Relevant degree
Post-graduate qualification in Mathematical Finance or another quantitative discipline (must have)
2+ years of relevant, quant, risk and business analysis experience
Financial markets knowledge is a MUST

Essential Skills:
Experience in designing and implementing integrated solutions (i.e. good understanding of
systems integration)
Experience in designing, testing and configuring quantitative systems in Capital Markets (Market
Risk, Credit Risk, XVA, etc)
Working knowledge of SQL and ability to analyse data
Multi asset class, and trade life cycle knowledge would be beneficial
Business process modelling and design capabilities
Ability to work with data: understanding of data models and ability to validate data flows between
and within systems
Attention to detail, but also the ability to see the big picture and understand broader impact
Good communication skills
For more information please contact: Judy van Niekerk