Instrument Risk Architect

Prescient; Cape Town; On-site; ZAR 900,000 - 1,300,000; Full time

Job summary

Prescient in Cape Town seeks a seasoned data systems professional to design automated classifications and pricing validation across asset classes. You will own data contracts, ensure governance, and defend model decisions to auditors and clients.

The role requires 5–8 years in quantitative markets or investment-data roles, strong Python and SQL skills, and deep knowledge of risk and regulatory reporting concepts. You will influence system design and automation with an AI-native mindset.

Qualifications

• Postgraduate qualification in a quantitative discipline (quant risk management, financial engineering, statistics) or equivalent depth demonstrated in practice.
• 5–8 years in quantitative markets, risk or investment-data roles with ownership of outcomes.
• Strong programming and data-tool-building experience; Python essential, SQL expected; other languages advantageous.
• Fluent in credit and market risk and regulatory-reporting concepts; derivative pricing and risk modelling knowledge.

Responsibilities

• Design and build automated, governed systems that classify instruments, roll credit ratings forward, and validate pricing and exposure across asset classes.
• Translate regulatory and mandate intent into defensible data with auditable definitions and checks.
• Exercise daily judgment for new instrument classifications, pricing edge cases, and reasonableness checks.
• Design controls to catch silent failures before they reach clients, auditors or the board.
• Own data contracts and vendor relationships for instrument and pricing sources to prevent upstream errors reaching reports.
• Document the reasoning behind every system so others can repair it, not just run it.
• Certify and stand behind numbers when questioned, providing auditable evidence to auditors and governance.

Skills

Python

SQL

C#

R

SAS

Education

Master's degree in quantitative field

Tools

AWS

Airflow

GitHub

Job description

Prescient in Cape Town seeks a seasoned data systems professional to design automated classifications and pricing validation across asset classes. You will own data contracts, ensure governance, and defend model decisions to auditors and clients.

The role requires 5–8 years in quantitative markets or investment-data roles, strong Python and SQL skills, and deep knowledge of risk and regulatory reporting concepts. You will influence system design and automation with an AI-native mindset.