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.
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:
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:
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.
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- Quantitative Analyst
- commodity trading