Our Sandton-based client is looking for a Senior Quants Programmer/Data Management Specialist to be responsible for maintaining, recalibrating, developing and deploying new risk models.
Declaration of Intent :
The Quants Analyst will be responsible for maintaining, recalibrating, developing and deploying new risk models. Use their analytical, statistical, and programming skills to collect, analyze, and interpret large sets of data to deliver insights and data-driven solutions to solve strategic business challenges.

Main responsibilities:
Programming:

  • Help create dashboards with information on P&L, aggregate global exposure and risk, while functions (Middle Office, Operations, Logistics, Risk, etc.) will be responsible for reporting , helping front office business teams develop spreadsheets with vastly expanded functionality, the quant would help with automation, connectivity to systems, data transfers, and more.

  • Work with the IS with the automation of the definition of data and the storage of this data in internal/external databases.

Systems, helps to:

Quantitative requirements:

  • Various tools to meet trading related needs (e.g. hedge calculator, option valuations, bespoke instrument valuations…)

  • Risk models (e.g. PCA (Principal Component Analysis) approach to risk modelling, Monte Carlo, etc.)

  • Modeling and valuation of structured transactions – potentially via Monte Carlo and other techniques

  • Optimizations (such as for assets or trade 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 skills:

  • Excellent communications

  • Ability to speak publicly

  • Ability to communicate with salespeople, management.

If you do not receive a response from us within one week of your application, your application has unfortunately not been accepted.

You can visit our website for more vacancies: [URL Removed] / Facebook page @wePlace / LinkedIn [URL Removed]

Desired skills:

  • Quantitative Analyst
  • Math
  • Statistics
  • commodity trading
  • Banking
  • Python

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