Lead Quant Risk Modeler & Technical Advisory Expert

Network Finance; Randburg; On-site; ZAR 1,000,000 - 1,800,000; Full time

Job summary

Network Finance is seeking a senior quantitative risk specialist to lead the development, validation, and improvement of advanced risk models across asset classes including rates, FX, equities and commodities. You will provide expert pricing insight on derivatives, XVA, FRTB, and securitisation frameworks.

You will drive market and treasury risk solutions, oversee governance and production-grade modelling, and mentor a team of analysts while engaging senior clients in complex advisory

Qualifications

• Education as stated: Master’s or PhD in a quantitative field.
• 6–9 years in Quantitative Risk or related areas.
• Experience with corporate/investment banking or risk advisory.

Responsibilities

• Lead development, validation, calibration, and enhancement of advanced quantitative risk models.
• Drive model development across asset classes including IR, FX, equities, and commodities.
• Provide technical expertise on derivative pricing, XVA, FRTB, structured finance, and securitisation.
• Deliver market and treasury risk solutions including IRRBB, CSRBB, balance sheet risk analytics, and behavioural modelling.
• Oversee governance, code reviews, and production-grade modelling frameworks.
• Manage senior client relationships and lead advisory engagements across banking, insurance, and development finance.
• Mentor and develop quantitative analysts and junior professionals.

Skills

Python

C++

Stochastic calculus

Derivative pricing

Monte Carlo simulations

Model governance

Risk analytics

Education

Master's Degree or PhD in Financial Mathematics, Quantitative Finance, Mathematical Finance, Applied Mathematics, Physics, Engineering, Computer Science, Statistics, or a related quantitative field.

Tools

Murex

CompatibL

Job description

Network Finance is seeking a senior quantitative risk specialist to lead the development, validation, and improvement of advanced risk models across asset classes including rates, FX, equities and commodities. You will provide expert pricing insight on derivatives, XVA, FRTB, and securitisation frameworks.

You will drive market and treasury risk solutions, oversee governance and production-grade modelling, and mentor a team of analysts while engaging senior clients in complex advisory