Remote Senior Quantitative Analyst — Derivatives & Trading

Placements24; Mbombela (Nelspruit); Hybrid; ZAR 1,200,000 - 2,000,000; Full time

Benefits offered by this job

Stock options

Bonuses

Health benefits

Retirement plan

Professional development

Job summary

Placements24 seeks a Senior Quantitative Analyst to join a fully remote global fintech team. You will develop pricing, risk, and trading models, run backtests, and translate complex math into robust software, leveraging Python, C++, and modern data libraries.

The role requires a PhD or MSc in a quantitative field, 5+ years in banking/finance, strong stochastic calculus and time-series knowledge, and expert coding in Python or C++. Excellent remote collaboration and communication are essential.

Qualifications

• PhD or MSc in Mathematics, Statistics, Physics, CS, Financial Engineering, or related field.
• 5+ years of quantitative analysis, financial modeling, or algo trading in banking/finance.
• Expert-level programming in Python, C++, or R with relevant libraries.

Responsibilities

• Develop, test, and implement quantitative models for pricing, risk, and trading strategies.
• Backtest and simulate studies to validate model performance.
• Write efficient code in Python, C++, or R for model implementation.
• Analyze large datasets to identify patterns and opportunities.
• Collaborate with traders, PMs, and risk managers to deliver solutions.
• Stay updated with academic research and ML advancements.
• Document methodologies and results thoroughly.
• Contribute to architecture and scalability of quantitative infrastructure.
• Provide expert insights on complex quantitative issues.

Skills

Python programming

C++ programming

Mathematical modeling

Stochastic calculus

Education

PhD or MSc in quantitative field

Tools

NumPy

Pandas

SciPy

Job description

Placements24 seeks a Senior Quantitative Analyst to join a fully remote global fintech team. You will develop pricing, risk, and trading models, run backtests, and translate complex math into robust software, leveraging Python, C++, and modern data libraries.

The role requires a PhD or MSc in a quantitative field, 5+ years in banking/finance, strong stochastic calculus and time-series knowledge, and expert coding in Python or C++. Excellent remote collaboration and communication are essential.