Analyst, Quantitative at Standard Bank Group

JOB DESCRIPTION

Support the measurement of counterparty credit risk and country risk on derivatives products across all asset classes on a daily basis. This measurement relies mainly on Monte-Carlo simulation of the market variables and pricing of the deals traded by Standard Bank with its counterparts at future dates using the simulated underlying prices

QUALIFICATIONS

Minimum Qualification:

• Honours Degree in Financial Mathematics.
• Masters Degree in Financial Mathematics.
• Actuarial Science, or similar where there is enough focus on Financial Modelling of Derivatives.

Experience Required:

• 1-2 years experience in Measurement and management of Counterparty credit risk exposure.
• 1-2 years experience in Financial and derivative market products.
• 1-2 years experience in Quantitative modelling and problem solving.
• 3-4 years in an 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.

ADDITIONAL INFORMATION

Behavioural Competencies:

• Exploring Possibilities
• Providing Insights
• Examining Information
• Interpreting Data
• Articulating Information

Technical Competencies:

• Risk Measurement
• Risk Awareness
• Financial Modelling
• Producing Output
• Managing Tasks