Quantitative Risk Modelling & Validation Analyst

Datacentrix; City of Johannesburg Metropolitan Municipality; On-site; ZAR 600 000 - 800 000; Full time

Job summary

A leading financial services provider is seeking a qualified Analyst in Quantitative Risk Modelling & Validation. This role requires a Bachelor's Degree in a relevant field and 4-6 years of experience in financial risk management or treasury. The analyst will develop and validate quantitative risk models, analyze financial data for accuracy, and ensure compliance with regulatory standards. Strong proficiency in statistical software and programming languages like R and Python is essential for this position. The role offers opportunities for ongoing professional development and collaboration with cross-functional teams.

Qualifications

• 4-6 years of experience in Asset and Liability Management, Financial Risk Management, or Treasury.
• Experience with quantitative modelling and validation in a financial services environment.
• Familiarity with best practice frameworks related to market risk and FTP methodologies.

Responsibilities

• Develop quantitative risk models for market risk measurement.
• Validate quantitative models ensuring accuracy and compliance.
• Analyze financial data to support modelling and FTP calculations.
• Conduct statistical analyses on financial data trends.
• Collaborate to enhance risk models and FTP methodologies.

Skills

Statistical software proficiency

Programming languages (R, Python)

Financial markets understanding

Data analysis

Quantitative modelling

Education

Bachelor’s Degree in Actuarial Science, Mathematics, Statistics, Finance, Econometrics, or related field

Job description

A leading financial services provider is seeking a qualified Analyst in Quantitative Risk Modelling & Validation. This role requires a Bachelor's Degree in a relevant field and 4-6 years of experience in financial risk management or treasury. The analyst will develop and validate quantitative risk models, analyze financial data for accuracy, and ensure compliance with regulatory standards. Strong proficiency in statistical software and programming languages like R and Python is essential for this position. The role offers opportunities for ongoing professional development and collaboration with cross-functional teams.