Quantitative Risk Analyst - Contract

Sapientis south africa - Johannesburg
new offer (26/04/2024)

job description

**A leading Financial Services firm requires the skill of a dynamic individual to join them and thrive within this Quants Specialist role (non traded market risk).**
You will utilise your quants skills (quantitative and qualitative analysis techniques) to develop and implement models and analytical solutions within the market risk domain. You will ideally have experience in predictive analytics and/or providing analytical inputs into financial and risk models. Additionally, you will be adept at programme in R, or SAS, SQL, VBA and Python.
You will meet the following **minimum requirements**
- Completed Degree in Quantitative Finance / Risk Management / Financial Mathematics / Actuarial Science (non negotiable)
- 4+ years quantitative risk analysis or modeling experience
- Competent in SAS, SQL or VBA
- Proficient in Python or R
- Data mining and analytics / Statistics experience
- Knowledge Basel II Regulatory credit and operational risk capital models would be a bonus
- Market Risk and Financial Modelling knowledge
- Previous experience in Financial Services, Investments or Banking is ideal (fixed income and derivatives)
Location:
Successful incumbent will primarily be based in Johannesburg.
Duration:
6 Months contract

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Quantitative Risk Analyst - Contract

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