Quantitative Dealmaker: Structured Finance Modeller

RMB - Rand Merchant Bank; Johannesburg; Presencial; ZAR 900 000 - 1 200 000; Tempo integral

Resumo da oferta

Rand Merchant Bank seeks a quantitative modeller to build, price and validate complex financial models for Investment Solutions transactions. You will own the modelling workstream, ensure model integrity under deal pressure, and translate outputs into term sheets and client presentations.

The role requires a postgraduate degree in a quantitative field and 2–4 years’ post-graduate experience in modelling across finance sectors, with strong skills in Excel, R or Python.

Qualificações

• Postgraduate degree in actuarial science, mathematics of finance, engineering or related quantitative field.
• 2–4 years' post-graduate experience in quantitative modelling across structured finance, credit, banking or actuarial roles.
• Strong modelling background with ability to build models from first principles.

Responsabilidades

• Build, price and validate quantitative models for Investment Solutions transactions.
• Own the modelling workstream on each transaction under tight timelines.
• Turn model output into term sheets, credit papers and client presentations.
• Present model results to clients together with the deal team.
• Review transaction documents with lawyers to ensure alignment with the model.
• Support setup and operations of ring-fenced issuer vehicles and investor reporting.
• Develop well-documented models in Excel, R or Python and keep them version-controlled.

Conhecimentos

Modelling background

Data analysis

Formação académica

Honours/Master's in actuarial science or quantitative field

Ferramentas

Excel

R

Python

Descrição da oferta de emprego

Rand Merchant Bank seeks a quantitative modeller to build, price and validate complex financial models for Investment Solutions transactions. You will own the modelling workstream, ensure model integrity under deal pressure, and translate outputs into term sheets and client presentations.

The role requires a postgraduate degree in a quantitative field and 2–4 years’ post-graduate experience in modelling across finance sectors, with strong skills in Excel, R or Python.