Our client based in Sandton is looking for a Senior Quants Programmer / Data Management Specialist to be responsible for maintaining, recalibrating, developing, and deploying new risk models.
Purpose Statement:
The Quants Analyst will be responsible for maintaining, recalibrating, developing, and deploying new risk models. Using their analytical, statistical, and programming skills to collect, analyze and interpret large sets of data to provide insights and data-driven solutions to solve strategic business challenges.
Key Responsibilities:
Programming:
-
Help to create dashboards with company information regarding profit and loss, aggregated global exposure, and risk, while the Functions (Middle Office, Operations, Logistics, Risk, etc.) will be responsible for creating reports, helping front office commercial teams develop spreadsheets with significantly expanded functionalities, the quant would help with automation, connectivity to systems, data transfers, etc.
-
Work with IS with the automation of definition of data and storing of such data in the internal/external data databases.
Systems, help with:
Quantitative requirements:
-
Various tools for answering trading-related needs (e.g., a hedging calculator, option valuations, valuations of bespoke instruments…)
-
Risk models (e.g., a PCA (Principal Components Analysis) approach to risk modeling, Monte Carlo, etc.)
-
Structured transactions modeling & valuation – potentially through Monte Carlo and other techniques
-
Optimizations (such as for assets or deal execution)
-
Ability to quantify geopolitical risk
-
Ability to quantify freight risk
Professional Experience and Qualifications:
The ideal candidate will have the following experience and qualifications in order of importance:
Personal and Professional Competencies:
-
Excellent communications
-
Ability to speak publicly
-
Ability to connect with commercial people, management.
Should you not receive a response from us within one week of your application, your application has unfortunately not been successful.
You can visit our website for more vacancies: [URL Removed] / Facebook page @wePlace / LinkedIn [URL Removed]
Desired Skills:
- Quantitative Analyst
- Mathematics
- Statistics
- Commodity Trading
- Banking
- Python
Learn more/Apply for this position
