Quantitative Dealmaker: Structured Finance Modeling

RMB; Johannesburg; On-site; ZAR 900,000 - 1,200,000; Full time

Job summary

RMB in Johannesburg is seeking a Quantitative Transactor to build, price and validate the quantitative models behind Investment Solutions transactions. You will own the numbers on each deal and ensure they align with clients, credit, legal and regulator requirements.

The role is heavily focused on modelling, data analysis and deal support under tight deadlines, using Excel, R or Python to deliver robust solutions and clear client presentations.

Qualifications

• Postgraduate degree in a quantitative field.
• 2 to 4 years' post-graduate experience in quantitative modelling.
• Strong modelling background with first-principles financial models.

Responsibilities

• Build, price and validate quantitative models for transactions.
• Own the modelling workstream and deliver under tight timelines.
• Present model results and turn outputs into client materials.
• Ensure alignment with regulatory requirements and deal documents.

Skills

Modelling & pricing

Cash-flow models

Data analysis

Excel

Python

R

Education

Honours (NQF 8) or Master's (NQF 9) in Actuarial Science, Mathematics of Finance or Engineering, Mathematical Statistics, Applied Mathematics, or related field

Tools

Excel

R

Python

Job description

RMB in Johannesburg is seeking a Quantitative Transactor to build, price and validate the quantitative models behind Investment Solutions transactions. You will own the numbers on each deal and ensure they align with clients, credit, legal and regulator requirements.

The role is heavily focused on modelling, data analysis and deal support under tight deadlines, using Excel, R or Python to deliver robust solutions and clear client presentations.