Quantitative Dealmaker: Structured Finance Modeller

FirstRand Bank India; Johannesburg; On-site; ZAR 1,200,000 - 1,800,000; Full time

Job summary

FirstRand Bank India seeks a highly skilled quantitative Dealmaker to build, price and validate models for investment solutions deals, guiding them from concept to close. You will own the modelling workstream, develop cash-flow and pricing models, and translate outputs into term sheets and client presentations.

You'll work with large loan-level data, run stress scenarios, and ensure compliance with Banks Act and listing requirements.

Qualifications

• Postgraduate degree in a quantitative field.
• 2–4 years’ post-graduate modelling experience in structured finance or banking.
• Strong modelling background with ability to build from first principles.

Responsibilities

• Build, maintain and review pricing and cash-flow models for securitisations and related structures.
• Analyse cash-flow and asset performance data on deals and turn outputs into client materials.
• Own the modelling workstream and present results to clients and deal teams.

Skills

Modelling

Pricing

Data analysis

Presentation

Education

Honours (NQF 8) or Master’s (NQF 9) in Actuarial Science or related quantitative field

Tools

Excel

R

Python

Job description

FirstRand Bank India seeks a highly skilled quantitative Dealmaker to build, price and validate models for investment solutions deals, guiding them from concept to close. You will own the modelling workstream, develop cash-flow and pricing models, and translate outputs into term sheets and client presentations.

You'll work with large loan-level data, run stress scenarios, and ensure compliance with Banks Act and listing requirements.