Quantitative Analyst - Market Risk at Standard Bank Group

JOB DESCRIPTION

• Responsible for developing and supporting the models and processes used to measure Counterparty Credit Risk and Country Risk for Derivatives products. The key focus will be on the delivery of projects to support the modelling of potential future exposures across multiple asset classes. In addition, the successful applicant will provide quantitative support and assistance to the Market Risk team.

QUALIFICATIONS
Minimum Qualifications:

• Honours Degree in Financial Mathematics
• Quantitative Analysis , Derivatives modelling

Minimum Qualifications Required: 

• 1-2 years experience in Measurement and management 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 experience 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:

• Examining Information
• Team Working
• Showing Composure
• Producing Outputs
• Checking Details

Technical Competencies:

• Risk Measurement