Quantitative Risk & Derivatives Specialist

Pricewaterhousecoopers; Johannesburg; On-site; ZAR 200 000 - 300 000; Full time

Job summary

A global leading consulting firm in Johannesburg is seeking a motivated Quantitative Specialist with 2-5 years of experience in financial risk modeling. The role requires developing and implementing quantitative solutions to complex financial challenges and requires expertise in statistical modeling and programming. This position offers a full-time employment opportunity to work within a collaborative team environment, focusing on delivering quality insights and solutions to clients.

Qualifications

• 2-5 years of quantitative experience with modeling derivatives or valuing financial instruments.
• FRM, CFA, CQF, or Actuarial Qualifications preferred.
• Strong programming skills in at least one language like Python or R.

Responsibilities

• Develop and implement quantitative models for financial challenges.
• Collaborate closely with clients to provide actionable insights.
• Manage risks and uphold PwC's professional standards.

Skills

Quantitative analysis

Risk management

Statistical modelling

Team collaboration

Interpersonal skills

Education

Mathematical Finance / Financial Engineering

Quantitative Risk Management

Actuarial Science

Tools

Excel

Python

R

Matlab

Job description

A global leading consulting firm in Johannesburg is seeking a motivated Quantitative Specialist with 2-5 years of experience in financial risk modeling. The role requires developing and implementing quantitative solutions to complex financial challenges and requires expertise in statistical modeling and programming. This position offers a full-time employment opportunity to work within a collaborative team environment, focusing on delivering quality insights and solutions to clients.