Murex Quantitative Analyst - Pricing & Risk Modelling

Amidel; Johannesburg; Sur place; ZAR 1 200 000 - 1 800 000; Plein temps

Résumé du poste

Amidel is a leading Information Technology and Business Consulting company delivering specialized solutions to enterprises in both private and public sectors. We are seeking a skilled Murex Quantitative Analyst to join our team to drive pricing, risk analysis, and financial modelling within the Murex environment.

The role focuses on developing and validating pricing models, conducting risk assessments, and collaborating with technical and business teams to deliver quantitative solutions.

Qualifications

• 3+ years of experience as a Quantitative Analyst or in a similar role within a financial institution
• Experience with Murex pricing and risk modules is highly desirable
• Master's or PhD in related quantitative discipline
• Strong knowledge of Monte Carlo simulations, finite difference methods, and regression analysis
• Proficiency in Python, R, or MATLAB

Responsabilités

• Develop, implement, and validate pricing models for derivatives and structured products.
• Calibrate models using market data to ensure pricing accuracy.
• Perform sensitivity analysis and stress testing across market scenarios.
• Analyse risk metrics produced by Murex and align with risk frameworks.
• Collaborate with Murex developers to integrate models into the platform.
• Document model design, calibration, validation, and assumptions; prepare detailed reports.

Connaissances

Murex pricing & risk

Quantitative modelling

Risk analysis

Python

Communication

Cross-functional collaboration

Formation

Master's or PhD in a quantitative field

Outils

MATLAB

SQL

Excel

Description du poste

Amidel is a leading Information Technology and Business Consulting company delivering specialized solutions to enterprises in both private and public sectors. We are seeking a skilled Murex Quantitative Analyst to join our team to drive pricing, risk analysis, and financial modelling within the Murex environment.

The role focuses on developing and validating pricing models, conducting risk assessments, and collaborating with technical and business teams to deliver quantitative solutions.