Quantitative Analyst: Treasury

Capitec Bank Ltd.; Stellenbosch; On-site; ZAR 500 000 - 700 000; Full time

Job summary

A leading financial services provider in Stellenbosch is seeking a Financial Modeller to design, develop, and maintain complex pricing models. The ideal candidate holds either an Honours or Master's Degree in Mathematics or Statistics and has extensive experience in an analytical role within a mathematically complex environment. Strong analytical skills and attention to detail are essential for success in this role.

Qualifications

• 4 - 6 years’ experience in an analytical capacity focusing on financial modelling.
• 3 – 5 years’ experience in an analytical capacity with a Master's degree.

Responsibilities

• Embed, optimise and maintain pricing models.
• Design, develop, and test pricing or financial models.

Skills

Analytical Skills

Attention to Detail

Communications Skills

Computer Literacy (MS Word, MS Excel, MS Outlook)

Education

Honours Degree in Mathematics or Statistics

Masters Degree in Mathematics or Statistics

Job description

Responsibilities

• To embed, optimise and maintain the accuracy of complex pricing or financial frameworks and all related models through:
• Assuming full ownership for the design, development, testing, implementation and maintenance of complex existing and new pricing or financial models for a business function/area

Experience

Minimum:

• Honours Degree with 4 - 6 years’ experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial modelling.
• OR Masters Degree with 3 – 5 years’ experience in an analytical capacity, working in a dynamic, mathematically complex environment – focusing on financial modelling.

Ideal:

Qualifications (Minimum)

• Honours Degree in Mathematics or Statistics

Qualifications (Ideal or Preferred)

• Masters Degree in Mathematics or Statistics

Knowledge

Minimum:

• Advanced statistical analysis
• Advanced financial mathematics
• Function / business specific principles (for example, credit pricing or provisioning)
• Relevant legislation and regulatory frameworks (for example, Basel, IFRS 9)
• Impact of the economic, operating and regulatory environment on financial and pricing strategies

Ideal:

• Monitoring / measuring framework development and execution.
• Credit pricing or provisioning principles, standards, methodologies, frameworks and best practices.

Skills

• Analytical Skills
• Attention to Detail
• Communications Skills
• Computer Literacy (MS Word, MS Excel, MS Outlook)

Capitec Bank is an authorised financial services provider (FSP 46669) and registered credit provider (NCRCP13). Capitec Bank Limited Reg. No: 1980/003695/06