Quantitative Analyst - Risk Management

Placements24; Cape Town; Vor Ort; ZAR 900.000 - 1.500.000; Vollzeit

Benefits dieser Stelle

Competitive salary

Discretionary bonus

Pension fund

Medical and dental coverage

Life insurance

Professional development

Zusammenfassung

Placements24 in Cape Town seeks a highly skilled Quantitative Analyst to join its Risk Management division. You will design, validate, and implement models for market, credit, and operational risk, leveraging advanced statistics and programming to assess exposures and drive decision making.

The role requires deep knowledge of financial instruments, derivatives, and risk metrics, with proficiency in Python, R, C++, Java, SQL, and machine learning techniques.

Qualifikationen

• Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• 3+ years experience in a quantitative role within the financial services industry, with a focus on risk management.
• Strong programming skills in languages such as Python, R, C++, or Java.
• Proficiency with SQL and database management.
• In-depth knowledge of financial instruments, derivatives, and market dynamics.
• Expertise in statistical modeling, time series analysis, Monte Carlo simulations, and machine learning techniques applied to finance.
• Familiarity with Basel III/IV and their implications for risk modelling.
• Excellent analytical and problem-solving abilities, with a keen eye for detail.
• Strong communication skills for reporting to stakeholders.

Aufgaben

• Develop, validate, and implement quantitative models for risk assessment (VaR, CVA, stress testing).
• Analyze large datasets to identify patterns and risk exposures.
• Design automated reporting systems for risk metrics and limits monitoring.
• Collaborate with trading desks, PMs, and IT to integrate risk solutions.
• Back-test and conduct sensitivity analyses on models.

Kenntnisse

Python

R

C++

Java

SQL

Statistical modeling

Time series analysis

Monte Carlo simulations

Machine learning

Ausbildung

Master's degree

PhD

Jobbeschreibung

About the Role

Our client is looking for a highly skilled Quantitative Analyst to join their prestigious Risk Management division, based in the vibrant city of Cape Town, Western Cape . This challenging role requires a deep understanding of financial markets, statistical modeling, and programming to develop and implement sophisticated risk models. You will be instrumental in identifying, measuring, and managing various financial risks, including market risk, credit risk, and operational risk. This position offers a fantastic opportunity to work with cutting‑edge technology and complex datasets, contributing directly to the stability and strategic decision‑making of our client. Being office‑based in Cape Town allows for direct collaboration with a dedicated team of finance professionals and risk experts, fostering a strong team dynamic and enabling rapid knowledge transfer. We value innovation and encourage our employees to push the boundaries of quantitative finance.

Key Responsibilities

Develop, validate, and implement quantitative models for risk assessment, including VaR, CVA, and stress testing methodologies. Analyze large datasets to identify patterns, correlations, and potential risk exposures. Design and build automated reporting systems for risk metrics and limit monitoring. Collaborate with trading desks, portfolio managers, and IT departments to integrate risk management solutions. Conduct research on new quantitative techniques and market innovations relevant to risk management. Perform back-testing and sensitivity analysis on existing models to ensure their accuracy and effectiveness. Contribute to the development and enhancement of the firm’s risk appetite framework. Present complex quantitative findings to non‑technical stakeholders in a clear and understandable manner. Ensure compliance with regulatory requirements and internal policies related to risk management.

Requirements

Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering. Proven experience (3+ years) in a quantitative role within the financial services industry, with a focus on risk management. Strong programming skills in languages such as Python, R, C++, or Java. Proficiency with SQL and database management. In‑depth knowledge of financial instruments, derivatives, and market dynamics. Expertise in statistical modeling, time series analysis, Monte Carlo simulations, and machine learning techniques applied to finance. Familiarity with regulatory frameworks (e.g., Basel III/IV) and their implications for risk modelling. Excellent analytical and problem‑solving abilities, with a keen eye for detail. Strong communication skills, both written and verbal, for reporting and stakeholder engagement in Cape Town .

Benefits

Our client provides a highly competitive salary package, discretionary bonus potential, and an excellent pension fund. Comprehensive medical and dental coverage are included, along with life insurance. Opportunities for ongoing professional development, attendance at industry conferences, and support for further academic study are available. The role is based in our modern offices in Cape Town , offering a stimulating work environment and potential for career advancement within the risk management domain.